Place the first four ingredients in a food processor and pulse until smooth. Transfer to a serving bowl, cover and refrigerate.
Preheat the oven to 425 degrees F. Line a baking sheet with parchment paper. Place the chicken and remaining ingredients in a bowl, toss to combine, and then arrange on the baking sheet.
Bake 25 to 30 minutes, turning once, or until cooked through. Arrange wings on a platter with the avocado dip alongside. Garnish with lime slices and serve.