Cooked bones of any kind are a bad idea. They can splinter or cause an obstruction, and will probably hurt on the way out.

I'm not sure what you should do ... induce vomiting? Wait to see if there's any discomfort? I'm not sure really, sorry. Someone else will know.

Also, the sauce that the wings are covered in probably won't be nice to his tummy, especially if it's really spicey sauce. It might not be too bad since he only got one wing.