In a small bowl, combine Cajun seasoning, paprika, and oregano.
Place wings in a large shallow dish or resealable plastic bag. Add Cajun spice mixture, tossing well. Add orange juice, hot sauce, lemon juice, and Worcestershire sauce, mixing well.
Cover or seal and refrigerate, turning occasionally, for 4 hours or for up to 8 hours. For more spicy flavor, leave wings in the marinade a little longer.
Preheat lightly greased grill or propane smoker to 350°F or 275°F if using an electric smoker.
Remove wings from marinade.
To Grill: Turn wings every 3 to 4 minutes with grill lid closed, for 20 to 25 minutes or until internal temperature reaches 165°F.
To Smoke: Place wings on smoker racks and smoke for 45 minutes to 1 hour or until internal temperature reaches 165°F.
Serve and enjoy!