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1
In a saucepan whisk together the zests, the juices, the sugar, the garlic, the cayenne, and salt and pepper to taste and simmer the mixture, stirring, for 5 minutes, or until the sugar is dissolved.
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2
Whisk in the oil and let the marinade cool.
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3
In a large dish arrange the chicken, pricked in several places with a fork, in one layer, pour the marinade over it, and let the chicken marinate, covered and chilled, turning it once, for 1 to 3 hours.
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4
Transfer the chicken with tongs to an oiled grill set about 6 inches over glowing coals or to an oiled ridged grill pan set over moderately high heat and grill it, basting it with the marinade for the first 20 minutes (discard any remaining marinade).
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5
Turn the chicken over and grill it for 20 minutes more, or until it is cooked through.
