Preheat broiler. Line bottom of a broiler pan with foil, then oil rack of pan.
Toss wings with oil, black pepper, and 2 teaspoons salt in a large bowl, then spread in 1 layer on rack of broiler pan. Broil 4 to 5 inches from heat, turning over once, until barely cooked through, 20 to 25 minutes.
While wings are broiling, blend preserves, lime juice, garlic, cumin, cayenne, and remaining 1/4 teaspoon salt in a food processor or blender until smooth.
Transfer to a small heavy saucepan and bring to a boil over moderate heat, stirring, then reduce heat and simmer, stirring occasionally, 1 minute.
Brush 1/4 cup sauce on cooked wings and broil 2 to 3 minutes.
Brush wings with 1/4 cup sauce again, then turn wings over and brush with another 1/4 cup sauce. Broil until more deeply browned, 2 to 3 minutes.