In a large skillet (or in batches), brown the chicken wings over medium heat, turning once, until golden, about 8 minutes. Add the chiles, cinnamon stick, star anise, rock sugar, ginger and scallions, and cook over moderately low heat, stirring, until fragrant, about 1 minute.
Add the mirin, sake, soy sauce, water and oyster sauce and bring to a simmer over medium-low heat. Cover and simmer for 10 minutes. Uncover and cook over medium-high heat, stirring occasionally, until the wings are cooked through and the sauce has reduced to a thick glaze, about 10 to 12 minutes. Discard the chiles, star anise and cinnamon. Transfer the chicken wings to a platter, scatter the scallions on top and serve.