Preheat oven to 190 C / Gas 5. Sprinkle the chicken wings on all sides with cayenne pepper and seasoned salt, and spread in a single layer into a large baking dish.
Bake the wings in the preheated oven until the skin is browned and crisp, 30 to 40 minutes, turning the wings over halfway through cooking for even browning.
While the wings are baking, combine hot sauce, treacle and liquid smoke in a saucepan over medium-low heat. Stir in the onion, green pepper and garlic, and bring the mixture to the boil. Stir in the blue cheese dressing. Reduce heat to a simmer, and cook until the onions are translucent, about 5 minutes. Remove from heat.
Transfer the wings from the baking dish to kitchen paper to drain excess grease. Pour off any excess fat from the dish, and return the wings to the dish. Pour the sauce evenly over the wings, turning them over with a spatula or tongs to coat all sides with sauce.
Return to the oven and bake until the sauce has thickened and cooked onto the wings, about 20 minutes. Cool for about 5 minutes before serving.
Liquid smoke flavouring is available from UK online retailers and in some specialty shops. Common brands are Hot Headz or Stubbs. While it's hard to duplicate the flavour of liquid smoke, if you're in a pinch, try omitting the liquid smoke from the recipe or using Worcester sauce instead.