I'd put chicken wing in a plastic bag and bash it to pieces with a hammer so that all bones are really small then take out of bag, hold onto flappy end of wing real tight and let pup chew to your fingers then release. My last lot of pups were a bunch of pirannahs and if I gave them a whole wing they'd still try to swallow it whole! Found it was the only way to control the process as "slow down" didn't seem to work

If pup's not so eager to eat first wing then just give as it is and watch him.
If you only wish to give as an occasional treat then I'd say about 2 -3 times per week max.
Word of warning bones may be vomited back in little pieces and they can pass through to the poops in the same manner and usually this is fine. Occasionally if you over do the wings or bones your dog will become a little constipated, just cut back on bones for a day or two if this happens.
Also need to adjust complete food quantities slightly to accommodate the wings.