When the next wing arrives, it adds the new dot along side the empty dot. So that wing of 1 is now indicated as a wing of 2. That happens all the way up to a wing of 5.
That's not quite what I'd expect should happen, with the retail hud, the only time an empty extra icon would appear is with cases of threshold triggering. Otherwise it would just fill up the empty circle again with a new fresh one. Which makes sense to me.