Put all marinade ingredients: achiote paste, kosher salt, lime juice, vinegar, olive oil, ground cumin, adobo sauce, honey, oregano, garlic, ground black pepper, orange juice in a mixing bowl.
Rub the spices mixture marinade all over the chicken. Marinate in the refrigerator for at least 2 hours or overnight (to boost the flavor).
Pre-heat a hot griddle to medium high and let it heat up for at least 10 minutes before you start cooking.
Pre-heat oven to bake at 350 F.
Place the chicken on the hot griddle (positioning the meat skin-side down if the skin is intact) and cook for about 2 minutes or until grill marks show.
Arrange the chicken legs on a baking tray, and bake them (uncovered) at 350 F for about 35 - 45 minutes
Turn the heat up to 425 F and continue to bake the chicken for 15 - 20 minutes, or until the chicken is no longer pink inside ( insert an instant-read thermometer into the thigh, avoiding the bone. It should read 180°F when the chicken is done)
Let stand for 10 minutes before serving.