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1. Remove and discard the skin from the chicken legs, then rinse under cold running water. Drain and blot dry with paper towels. Place the legs in a baking dish large enough to hold them in one layer and set aside while you prepare the seasoning paste.
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2. Heat a dry skillet over medium heat and add the coriander seeds, peppercorns, and cumin seeds. Toast the spices until fragrant, 2 to 3 minutes, shaking the skillet occasionally. Let cool, then transfer to a spice mill and grind to a fine powder. Combine the ground spices in a blender or mini chopper with the garlic, ginger, oil, 1/4 cup water, lemon juice, cayenne, and salt. Process to a smooth paste, adding more water if necessary to obtain a pourable consistency. Add the cilantro and process just to mix.
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3. Using your fingers, spread the seasoning paste over the chicken legs to coat on both sides, then cover and let marinate, in the refrigerator, for 4 to 6 hours.
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4. Preheat the grill to high.
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5. When ready to cook, oil the grill grate. Remove the chicken legs from the baking dish and arrange on the hot grate. Grill, turning with tongs, until the juices run clear when the tip of the skewer or sharp knife is inserted in the thickest part of a thigh, 6 to 10 minutes per side (12 to 20 minutes in all).
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6. Transfer the chicken legs to serving plates or a platter and serve immediately garnished with sliced red onion and lime or lemon wedges.
