You sure can. In fact, this is the classic way to prepare chicken salmoriglio. 1. Preheat the grill by setting all burners to high heat for about 10 minutes. Then, cut the ends off of a lemon, and cut it in half. Set it aside. 2. Grate 2 tablespoons of lemon zest into a small bowl and stir in the olive oil, garlic, oregano, salt, and pepper to finish the salmoriglio sauce; stir to combine. Cut the ends of 2 lemons off, and cut them in half. Set lemons aside. 3. Make cuts in the chicken thighs, about 3, and arrange them onto the grill, along with the lemons. 4. Coat the chicken with a layer of salmoriglio sauce using a pastry brush. Cook for 25 minutes, flipping halfway through. Layer the other side of the thighs with more sauce. 5. Squeeze juice from one of the cooked lemons into the leftover salmoriglio sauce. Stir and pour it over the chicken to serve. Garnish with parsley, and enjoy!