Preheat oven to 425 degrees F (220 degrees C). Line a baking sheet with parchment paper.
Whisk olive oil, lemon zest, salt, and black pepper together in a bowl; add wings and toss to coat. Spread coated wings in a single layer onto the prepared baking sheet.
Bake in the preheated oven until no longer pink at the bone and the juices run clear, about 35 minutes.An instant-read thermometer inserted near the bone should read 165 degrees F (74 degrees C). Bake longer for a crispier skin.
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