Preheat oven to 425°F and line a large baking sheet with parchment paper.
Pat the chicken wings thoroughly dry with paper towels to ensure the skin becomes exceptionally crispy during roasting.
In a large bowl, toss the wings with avocado oil, sea salt, black pepper, garlic powder, and cayenne pepper until evenly coated.
Arrange the wings on the prepared baking sheet in a single layer, ensuring they do not touch.
Bake for 30 to 35 minutes, flipping the wings halfway through, until they are golden brown and cooked through.
While the wings bake, whisk together the Greek yogurt and dried dill in a small bowl to create a clean ranch-style dip.
Slice the celery and carrot into thin sticks for a fresh, crunchy side.
Once the wings are finished, transfer them to a clean bowl and toss with the sugar-free BBQ sauce until well glazed.
Serve the wings immediately alongside the vegetable sticks and the cooling yogurt dip.