In a saucepan, bring 2 cups of water to a boil. Add guajillo, ancho, and pasilla chiles. Simmer 10 minutes until softened. Drain.
2. Blend the marinade:
In a blender, combine softened chiles, garlic, onion, tomatoes, vinegar, cumin, oregano, paprika, cinnamon, chicken broth, salt, and pepper. Blend until smooth.
3. Marinate the wings:
Place chicken wings in a large bowl or resealable bag. Pour half the sauce over the wings, coating well. Reserve the rest of the sauce for the consomé.
Cover and refrigerate for at least 2 hours (overnight gives the best flavor).
4. Cook the wings:
Preheat oven to 400°F (200°C) or prepare a grill.
Arrange wings on a lined baking sheet or grill rack. Bake/grill for 35–40 minutes, turning halfway, until crispy and cooked through.
5. Make the consomé:
Pour the reserved sauce into a saucepan, add 1 cup chicken broth, and simmer for 15 minutes. Adjust seasoning with salt and pepper.
6. Serve:
Place wings on a platter. Garnish with cilantro and diced onion.
Serve hot with lime wedges, tortillas, and a bowl of warm consomé for dipping.