In a bowl, mix the butter, garlic lemon juice, half of the zest, Dijon mustard, paprika, red pepper flakes, chives, and half the salt and pepper. Set aside.
In a large ziptop bag, mix the cornstarch, remaining salt and pepper. Add the chicken wings to the bag and toss until all pieces are well coated.
Spread the wings on a parchment paper lined baking sheet and spray with cooking oil. Bake at 400°F for 20 minutes. Remove from oven. Baste with the cowboy butter mixture. Turn the wings over. Baste them on the other side. Continue cooking for another 20 minutes.
If using the air fryer, place the chicken wings in the basket, spray with cooking oil, and air fry at 400°F for 20 minutes, shaking halfway. Place half of the cowboy butter in a large bowl. Transfer the wings from the air fryer into the bowl and toss until the butter melts and completely coats the wings. Place the wings back into the air fryer and continue cooking for another 15 minutes, until the wings are crisp.
When the wings are done, toss them or baste them with more of the cowboy butter sauce. Serve hot.