Spray the cookie sheet with non-stick cooking spray. Layer the wings in a single layer on the aluminum foil 1/2 inch apart. Cook frozen wings for 28 to 33 minutes and thawed wings for 21 to 24 minutes.eeping cooked chicken wings in the freezer is a convenient way to have a snack or appetizer on hand when surprise guests arrive. You don't need to thaw frozen chicken wings prior to heating, though allowing wings to thaw reduces actual cooking time.