Place all the marinade ingredients in a jar, including the orange juice, lemon juice, olive oil, paprika, curry powder, cumin, garlic, low-fat mayonnaise, and spicy mustard. Add the thyme, oregano, salt, and pepper. Blend everything until it forms a creamy mixture.

Put the wings in a large food bag. Pour the marinade inside. Seal the bag or shake it well to ensure the marinade coats the wings evenly.

Let the wings marinate for at least 12 hours in the refrigerator. The longer they marinate, the better they will taste. Flip the bag with the marinade several times.

The next day, take the wings out of the refrigerator and let them sit for 30 minutes before cooking. Remove the marinade and pat the wings dry with paper towels.

Grill the wings until they are golden brown on both sides.