How to Make It
In a large skillet, heat 2 tablespoons of the oil. In 2 batches, cook the wings over moderate heat, turning, until golden all over. Transfer to a paper towel–lined plate to drain.
Add the remaining 1 tablespoon of oil to the skillet with the shallots, garlic, lemongrass and ginger; cook over low heat, stirring, until softened, 3 minutes. Stir in the chiles, soy sauce, fish sauce, cumin, coriander, paprika, nutmeg and turmeric and cook until fragrant, 3 minutes. Stir in the coconut milk. Transfer to a blender and puree the sauce.
Return the sauce to the skillet. Add the chicken and toss to coat. Cover and cook over low heat until the wings are cooked through, 10 minutes. Uncover and cook, stirring, until the sauce is thick, 5 minutes. Season with salt. Transfer to a platter and serve with lime wedges.Make Ahead The red curry coconut sauce can be made 3 days ahead.