Preheat the oven to 425 degrees F. Line a baking tray with parchment. Place the wings in a bowl; add the oil, sage, pepper, salt and paprika and toss to coat. Arrange on the baking tray. Bake 30-35 minutes, or until cooked through. While the wings cook, make the sauce. Place all the ingredients in a pot. Bring to a gentle simmer and whisk until the jelly is melted and well incorporated with the other ingredients; reserve on low heat. Arrange the wings on a platter; serve the cranberry mixture in a bowl alongside for dipping.