Preheat oven to its lowest setting. Line a large rimmed baking sheet with parchment paper and set aside.
To make the lemon-pepper seasoning, wash the lemons and pat dry. Remove zest from each lemon with a Microplane. While doing so, collect as much of the flavorful yellow outer layer as possible, while avoiding the more bitter white layer below.
Spread the zest in a thin layer on the lined baking sheet and place in the oven. After 20 minutes, remove the sheet from the oven and shake to make sure zest is drying evenly. Return the baking sheet to the oven until thoroughly dried, approximately 25-30 minutes.
Remove dried lemon zest from the oven and increase oven temperature to 220C/425F/Gas 7. Line a large rimmed baking sheet with parchment paper and set aside.
Add the dried lemon zest to a spice grinder or food processor along with salt and black peppercorns. Grind ingredients until desired consistency is reached. Taste and adjust the ratio of salt and pepper as desired.
Place the chicken wings in a large bowl and pour over the olive oil and 1 - 2 tablespoons of lemon-pepper seasoning. Toss until evenly coated.
Arrange seasoned chicken wings in a single layer on the second prepared baking sheet. Do not overcrowd. Place baking sheet on center rack of the preheated oven and bake for 20-25 minutes.
Remove baking sheet from oven and turn each wing to ensure they cook evenly on all sides. Return to oven and bake for another 20-25 minutes, or until wings are browned and crispy.
Remove from oven and serve immediately with sliced celery and blue cheese or ranch dressing, if desired.