Pat the chicken wings completely dry using paper towels, making sure to remove as much surface moisture as possible. Transfer the wings to a large bowl, drizzle with olive oil, and sprinkle over the seasonings. Toss thoroughly with your hands or tongs until every wing is evenly coated, as dry, well-seasoned wings are key to achieving a crisp finish.
Arrange the seasoned wings in a single layer on a lined baking sheet or in an air-fryer basket, leaving a little space between each piece. Proper spacing allows hot air to circulate around the wings, helping them cook evenly and develop a golden exterior.
Cook the wings until they are fully cooked through, lightly crisped on the outside, and golden in color. Flip the wings once halfway through cooking to ensure even browning on both sides, and check that the internal temperature is cooked through before removing them.
While the wings cook, add the Greek yogurt and cottage cheese to a blender and blend until completely smooth and creamy. Stop to scrape down the sides if needed, then blend again until no curds remain, as this step ensures a silky Alfredo-style sauce.
Pour the blended dairy mixture into a saucepan set over low heat, then add the milk, minced garlic, Italian seasoning, and Parmesan cheese. Stir continuously with a whisk or spoon to keep the sauce smooth, heating it gently until it becomes warm and creamy. Avoid boiling, as high heat can cause the sauce to separate.
Once the sauce is warmed through and well combined, remove it from the heat. Taste and adjust seasoning if needed, adding a pinch of salt or pepper to balance the flavors.
Transfer the cooked wings to a large bowl and pour the warm Alfredo sauce over them. Toss gently until all the wings are evenly coated, then serve immediately while the wings are hot and the sauce is smooth and creamy.