surely not hot, it's refrigerated

For spicy mayo, I make my own. Just get some mayo & Sriracha sauce.
Try Wasabi some time, goes well in mayo. (pronounced wusubee, like sub sandwich)
I generally mix my own sauces for dipping, but for wings I will buy commercially available stuff & just add black pepper & cayenne pepper.
next time I will try adding some pulverized garlic
Seems like a Reaper chili sauce might be spicy enough for us.
There's a local pub that serves what they call DragonFire wings, which use Ghost chili powder. I should probably get some of that powder.