Chilling reffers to what the wind is doing...i.e. chilling the house if the door is left open Chilly is used in refferance to how it feels to the person....i.e. if the door is left open you will get chilly

"a chilling wind" = "a wind which chills (you)". "a chilly wind" = " a wind which is chilly" same meaning in the end, but different emphasis.

Also the word "chilly" means mildly cold or producing a sensation of cold; causing shivering; a chill.