Remove the membrane from the ribs. If you are unsure of what I mean, watch the video in this post.
Combine the chili powder, Cajun seasonings, salt, and pepper (mixing it with your fingers until it's combined will help to eliminate clumps) in a small bowl.
Sprinkle each rib, on both sides, with the rub and massage the rub into the meat (you may do this 1 day ahead of time, just cover and chill the ribs in your refrigerator).
Preheat your oven to 450.
Line a sheet pan (or pans, depending on how many ribs you are making and how big they are) with parchment paper or tin foil, and put the ribs on top.
Pour chicken broth, soy sauce, and wine (if using) around the ribs in EACH pan. Cover the sheet pan(s) with aluminum foil.
Now put the rib pan(s) in the oven and bake for 30 minutes. After 30 minutes, open the oven and turn the sheet pan(s) around so they cook evenly. Cook for an additional 45 minutes.
Take ribs out of the oven and remove the foil. If you are working with large rib racks, you may cut between the bones to get the serving sizes you want. Brush generously with the sauce (this can be done 2 hours ahead of time) and let stand at room temperature until you are ready to grill.
Preheat your outdoor grill.
Put the ribs on the grill and lacquer on the sauce. Note, the ribs will be fully cooked, so don't leave them on the grill for long. You are using the grill to reheat the meat and caramelize the sauce Grill the ribs with the sauce until the sauce blackens a little.
Serve them up and prepare for moist, sweet, deliciousness in your mouth.