Rinse the chicken wings in cold water and pat dry with paper towels. Place flour in a shallow platter and season it by adding paprika, salt and pepper. Toss to incorporate, and then dredge the wings in the flour.
Heat oil in a skillet and brown the chicken wings on all sides. Remove the chicken from the pan and set aside on a platter. Add the pepper flakes, bay leaf, lemons, garlic, oregano, sherry and chicken broth to the pan.
Cook for 2 minutes to evaporate the alcohol. Return the chicken to the pan. Cover the pan and simmer for 15 minutes, or braise in a preheated 375 degree oven for 20 minutes.