No, you don't need to marinate when smoking chicken leg quarters. Instead of using a wet marinade, we use a dry seasoning rub that's worked into the skin. The result is a smoky, sweet flavor that is absolutely delicious.If you would prefer to use a wet marinade, you can. Just place the chicken in a dish, add your favorite marinade, and cover it with plastic wrap. Let the whole thing sit overnight in the refrigerator before smoking.