Preheat the oven to 400 degrees fahrenheit on convection bake, and line a baking sheet with parchment paper.
Add chicken wings to a bowl and season with canola oil, salt, and pepper. Toss well to coat and spread evenly across the baking sheet ensuring not to crowd the pan (use a second baking sheet if necessary)
Bake wings for 35 minutes, turning once or twice until browned on all sides. Then remove from the oven.
Add thai sweet chili sauce to a small saucepan and add tom yum paste. Bring to a simmer and mix continuously to dissolve the tom yum paste into the sauce (1-2 minutes).
Place wings in a bowl and pour sauce all over. Mix to coat.
Arrange wings back again on the same baking tray and bake for an additional 10 minutes.