In a large bowl, add olive oil, lime juice, orange juice, garlic, oregano, Dijon, salt, and black pepper; whisk to combine.
Use a paper towel to remove any moisture from the chicken wings. Add the chicken, to the marinade and toss to coat. Cover and refrigerate for 2 hours.
Preheat oven to 425º Fahrenheit. Line a large sheet-pan with parchment paper.
Spread out the wings on a single layer on the sheet pan. Bake for 40-45 minutes until crispy.
While the wings are cooking, make the sauce.
In a small saucepan, add the guava paste, apple cider vinegar, water, lime juice, honey, chipotle pepper, soy sauce, Worcestershire sauce, garlic, ginger, salt, and black pepper; stir to combine. Bring to a boil and reduce the heat to low, letting it simmer for 10 minutes, or until slightly reduced and thickened. Remove the sauce from the heat and let it cool. It will continue to thicken as it cools.
Remove wings from the oven. Toss the wings in the sauce and place them back in the oven on the sheet pan and cook for an additional 10 minutes. Enjoy!