Preheat the oven to 425 degrees F (220 degrees C). Line a baking sheet with parchment paper.

Whisk olive oil, lemon zest, salt, and black pepper together in a bowl; add wings and toss to coat. Spread coated wings in a single layer onto the prepared baking sheet.

Bake in the preheated oven until no longer pink at the bone and the juices run clear, about 35 minutes. An instant-read thermometer inserted near the bone should read 165 degrees F (74 degrees C). Bake longer for a crispier skin.