To prepare the chicken wings, cut off the wing tips (reserve to make stock), and halve the wings at the joint. In a large bowl, combine the wings, curry powder, turmeric, cayenne, soy sauce, canola oil, jalapeños, garlic, salt, and pepper. Toss to coat. Cover and refrigerate for at least 1 hour, or overnight.
Meanwhile, to make the sauce, combine the yogurt, preserves, and hot sauce. Season with salt and pepper. Cover and refrigerate until serving.
Remove the marinated wings from the refrigerator and let come to room temperature.
Preheat the oven to 400°F. Line a rimmed baking sheet with aluminum foil, then set a large wire rack on the foil. (don’t use a nonstick baking liner on the baking sheet in this instance because the curry can stain the silicone.)
Transfer the wings without crowding to the prepared baking sheet.
Bake until the wings are deep brown and the juices run clear, turning once, 15 to 20 minutes per side. (If you like charred bits, after the 40 minutes, turn the oven on to broil for about 5 more minutes.)
Taste the yogurt dipping sauce and adjust for seasoning with salt and pepper. Garnish with cilantro and serve the hot wings with the dipping sauce on the side.