Season chicken wings generously with salt and place in a one-gallon resealable plastic bag. Add yogurt through paprika and seal bag. Turn to evenly coat chicken with marinade. Chill at least 2 hours and up to 8.
Let chicken sit at room temperature 1 hour before grilling.
Prepare a grill for medium heat; oil grate. Remove chicken from marinade, letting excess drip back into bag, and grill, turning every 3–4 minutes, until charred in spots and cooked through, 10–12 minutes total. Transfer to a platter and let rest 5 minutes.
Garnish wings with parsley and feta and serve with charred lemons and tzatziki sauce.
