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Combine yogurt, scallions, cilantro, ginger, garam masala, salt, and pepper ingredients in the jar of a blender and process until smooth. Pour over the chicken and massage the bag to coat all the wings. Refrigerate for 4 to 8 hours. Drain the wings of excess marinade; discard the marinade.
When ready to cook, start the Traeger grill on Smoke with the lid open until the fire is established (4 to 5 minutes). Set the temperature to 350F and preheat, lid closed, for 10 to 15 minutes. Brush and oil the grill grate.
Arrange the wings on the grill grate. Cook for 45 to 50 minutes, or until the skin is brown and crisp and the meat is no longer pink at the bone. Turn once or twice during cooking to prevent the wings from sticking to the grill grate.
Meanwhile, combine all sauce ingredients; set aside and refrigerate until ready to serve.
When wings are cooked through, transfer to a plate or platter. Serve with yogurt sauce.