In a large bowl, whisk together coconut milk and 2 tablespoon of the Thai curry paste. Remove ⅓ cup of the mixture to a small and set aside.
Add wings to the large bowl and toss to coat evenly. Refrigerate for at least 3 hours.
Preheat oven to 425F and stir fish sauce into reserved coconut mixture to make a basting sauce.
Remove wings from marinade and shake off excess (marinade will be very thick). Place skin side down on a broiling pan.
Brush with half of basting sauce and sprinkle with salt and pepper.
Bake 12 minutes, then flip wings, brush with remaining sauce and sprinkle with salt and pepper.
Bake another 12 to 15 minutes or until golden brown. Turn off oven and leave wings inside for another 20 minutes or so, to crisp.
Notes
Serves 4. Each serving has about 2.3 g of carbs (this number takes into account that the majority of the coconut milk is only a marinade and does not remain on the wings when served).