In a blender, mix 3 3/4 cups buttermilk, 4 scallions, 1 jalapeno, 2 cloves garlic, the mustard powder, Worcestershire sauce, 2 tsp. salt and 1 tsp. pepper until smooth. Divide the wings between two 1-gallon resealable plastic bags. Divide the marinade between the bags, then seal and shake to coat. Marinate in the refrigerator for at least 8 hours or up to 2 days.
Thinly slice the remaining scallion (set aside 1 tbsp. for garnish) and finely chop the remaining jalapeno and garlic clove. Transfer to a small bowl and stir in the remaining 1/4 cup buttermilk, the mayonnaise and the lemon juice; season. Refrigerate until ready to serve.
Preheat a grill to medium. Remove the chicken wings and transfer to the grill. Season with salt and cook, turning and rotating occasionally, until the skin is golden-brown and the juices run clear, 15 to 18 minutes. Serve warm with the buttermilk dipping sauce garnished with the chopped scallions.