Stories where Sam and Dean have wings have been around since the beginning of the fandom, well in advance of the appearance of angels on the show in Season 4. The wings may be due to one or both of the boys being an angel or some other supernatural being, or due to a spell or curse.
It is also used to describe pairings between the angel 'brothers' appearing in seasons Four and Five, such as Michael/Lucifer.
See Crack for fanfic featuring Wingcest
See also Angelcest