Preheat oven to 425. Line a large baking sheet with foil and set aside.
Place wings in a large bowl and drizzle with oil. Season with celery salt and black pepper and set aside.
In another large bowl, combine tomato juice, vodka, brown sugar, hot sauce, horseradish, Worcestershire sauce and lemon juice. Whisk to combine and season with salt and pepper.
Pour bloody Mary mixture over wings. Cover the bowl with plastic wrap and refrigerate for at least an hour.
Remove wings from the bowl with tongs and place on the prepared baking sheet, reserving the marinade. Bake for 45 minutes, or until golden and crispy.
Meanwhile, in a small saucepan over medium heat, add reserved marinade. Bring to a simmer and cover until reduced by half.
Remove wings from oven and brush them with the thickened sauce before serving.