Should be fine, one chicken wing won't be lethal to a green iguana. However, deffinitely don't feed him any form of meat protein in the future and make sure such items are kept out of reach of your inquisitive iguana. Not sure if the iguana grabbed and ate the chicken wing accidently or somebody fed it to him thinking it would be a good treat for him.

The only real risk I can think of is the bones lodging in the throat or along the intestinal track. Observe for any signs of blood or discomfort in your ig for the next several days to a week. If nothing unsual occurs, and he is eating his greens as normal, then there isn't anything to worry about.