Make this baked buffalo chicken wing recipe at home to save 138 calories and a whopping 598 milligrams of sodium compared to the same number of deep-fried wings. If your market sells its chicken wings whole, you'll want to separate each into a wingette and a drumette so they cook evenly. They're easy to split apart with a sharp knife. Serve with carrot sticks, celery and ranch (or blue cheese) dressing.