Preheat your oven to 400°F and line a large baking sheet with parchment paper.
Pat the chicken wings completely dry with paper towels to ensure the skin becomes crispy during roasting.
Toss the wings in a large bowl with avocado oil, sea salt, and black pepper until every piece is evenly coated.
Arrange the wings in a single layer on the prepared baking sheet and roast for 35 minutes, flipping them halfway through.
While the wings roast, whisk together the tomato paste, honey, apple cider vinegar, smoked paprika, cayenne, and garlic powder in a small saucepan over low heat.
Simmer the BBQ glaze for 3 to 5 minutes until the sauce is slightly thickened and the flavors have melded.
In a small ramekin, stir together the nonfat Greek yogurt and minced chives to create a smooth, cooling dipping sauce.
Remove the wings from the oven, toss them in the warm BBQ glaze, and serve immediately with the chive yogurt and fresh celery stalks.