How can I get dry rub to stick to cooked chicken?
If you miss your time window when the wings are hot enough to have seasoning stick, I know of two other options:

Spray the wings with a spray oil like olive or coconut oil and tumble them with or in the seasoning

Rub the wings with mustard, which is like a glue and then tumble them with or in the seasoning.  Herb-crusted meats or fish is often done this way