Combine lime juice and chopped onion in a small container. Let sit 10 minutes for the onion to mellow out.
In a separate bowl or container with lid, combine the sesame oil, 1/4 cup olive oil, soy sauce, and honey (if using). Add the lime and onion mixture. Shake or stir to combine.
Season each piece of chicken with a few pinches of salt and add to a resealable bag or container. Shake the dressing to re-combine and pour in, leaving about 1/2 cup in your jar for serving. Seal the bag, turn the chicken to coat and place in the refrigerator 2 to 24 hours.
Prepare a grill for medium heat. Add the chicken and grill until charred and browned all over, 12-15 minutes for whole wings, 8-10 minutes for separated wings. Flip wings a few times throughout cooking. Add to a serving platter or baking sheet.
Toss veggies with 3 tbsp olive oil and 1 tsp kosher salt. Add to grill and cook, tossing occasionally, until nicely charred. About 4-6 minutes for scallions, 6-8 minutes for onions, and 10-12 minutes for peppers. Add to chicken.
Pour remaining sesame lime dressing over serving dish. Taste and season with salt if needed. Top with freshly chopped or torn herbs and/or thinly slice chilis if using.