Peel onion and garlic. Chop the onion finely, press the garlic through a garlic press or chop it finely. Mix with sugar, ketchup, vinegar, Worcester sauce and mustard. Bring to the boil briefly and simmer at low heat for 15 minutes.
Stir from time to time. Season to taste with salt and cayenne pepper. Wash chicken wings and pat dry. Spread with some sauce and roast in the preheated oven (electric: 200 ° C, gas: level 3) for 20 minutes.
If necessary, spread the sauce again in between. Wash and slice the lemons. Arrange the chicken wings on the lemon slices and serve garnished with lemon balm. The rest of the sauce is extra.