In a large bowl, combine 2 pounds chicken wings (tips removed and divided at joint), 1 tablespoon vegetable oil and 1 teaspoon Cajun seasoning.  Toss to coat.  Spread evenly on a large rimmed baking sheet lined with aluminum foil and greased with cooking spray.  Bake at 450 degrees for 20 minutes.  In another large bowl, stir together 1/2 cup jalapeno jelly, 1 teaspoon lemon zest, 1 1/2 tablespoons lemon juice, 1 teaspoon orange zest, 1 teaspoon Cajun seasoning and 1/4 teaspoon kosher salt.  Set aside 1/4 cup of the jelly mixture.  Add partially baked wings to remaining mixture in bowl; toss to coat.  Return to baking sheet.  Bake until mahogany-color, tender and fully-cooked (170 degrees), 15 to 20 minutes.  Toss wings in reserved jelly mixture and serve warm.

For dipping sauce:  Stir 1/4 cup chopped cilantro into 6 ounces plain low-fat yogurt.