Tautology is a pleonasm, therefore a question (not necessarily a failure) of style, not grammar. From a purely linguistic point of view, there might be circumstances in which this construction is arguably warranted, in that there may be additives that are necessary, and the "added" may refer to additives that a different manufacturer might have included. For instance, there may be be flavouring (pepper is an additive) but not preservatives. If they're just raw chicken wings then I would agree it is an unnecessary tautology.
The asterisk precedes the colon, as it is indicating additional information that can be read immediately following "wings", just as you would put the asterisk before the full stop if the sentence ended there.
Sam