Naked is fine, but I wouldn't cook them after seasoning as it tends to burn. It also depends heavily on the sauce. While I am not from Buffalo, nor have I eaten wings from Buffalo, my hot wings are generally accepted by my guests. There is no real secret, but my advice is to season and sauce after you cook them. Or at least, after they are mostly cooked. Treat the Buffalo sauce similar to the way you would treat a thin barbecue sauce on chicken.