Stir together ¼ cup of dry rub and 2-3 tablespoons of oil. Add the chicken legs to a large resealable plastic bag then pour the marinade over top. Seal the bag and toss until all of the chicken is coated. Refrigerate for at least 1 hour, up to overnight.
Prepare the grill by cleaning the grates and lightly coating them with oil. Then set your grill up for two zone cooking, with one direct heat side and one indirect side.
Start the legs out on the direct heat side of the grill and close the lid. Keep a close eye on them and rotate every 5 minutes or so to avoid burning the skin. Once you have a nice charred, crispy skin transfer them over to the indirect side of the gill to finish cooking. Grill the chicken legs until they reach an internal temperature of 165°F, around 30 minutes.
Baste the chicken legs with your favorite barbecue sauce and allow them to cook for a few more minutes until the sauce is set. Then transfer to a platter and serve.