Combine coconut milk, red curry paste, lime juice and fish sauce in a medium mixing bowl and blend well. Place chicken wings in a large resealable bag and pour the coconut-curry mixture over the wings. Seal the bag while removing as much air as possible then shake to coat the wings well. Refrigerate the mixture for at least 6 hours or overnight.
Prepare grill for indirect cooking, dividing pre-heated Kingsford® charcoal briquets between the two sides of the grill’s charcoal grate and leaving the center empty. Add 2–3 chunks of your favorite smoking wood to the charcoal, replace the main cooking grate, and adjust the bottom vents to bring the temperature of the grill to 300°F.
Remove chicken wings from the marinade and pat dry with paper towels. Place wings in the center of the grill’s main cooking grate, cover the grill, and allow them to smoke until browned and cooked through (165°F internal temperature), approximately 1½–2 hours.
Remove the wings from the grill and serve immediately with Thai peanut sauce.