Using a full chimney of coals, prepare your charcoal grill for indirect heat. Once coals are ready, add chicken legs over the direct heat, turning 2-3 times until golden brown on all sides, about 3-5 minutes. Then, move the chicken legs to the indirect heat and cover the lid. Try to maintain a temperature between 350 - 400 degrees, adjusting the vents as needed. Continue cooking the chicken legs over indirect heat for about 20 minutes, turning 2-3 times.