Wash and pat dry your chicken legs and place them in a large bowl. Season with salt and pepper to taste, but you can skip this step if using any salted seasoning blend.
Thoroughly combine seasoning with olive oil and Worcestershire sauce in a small mixing bowl.
Next, coat the chicken legs well with the dry rub. Let them rest in the refrigerator for at least 30 minutes or overnight to allow the flavors to penetrate the chicken.
When ready to cook, remove them from the refrigerator and let them sit at room temperature for about 10 minutes before smoking for more even cooking.
Prepare your pellet grill by filling the hopper with your preferred wood pellets, such as applewood or hickory (or a combination of pellet flavors).
Preheat your pellet grill to 225°F (107°C); mine takes 10-15 minutes.
Lightly oil the grill grates to ensure the chicken legs don't stick. Place chicken legs directly on the preheated grill grates.
Close the lid and smoke the chicken thighs for 60-90 minutes, or until the thickest portion of the chicken legs reaches 165℉ (75℃).
Once the chicken legs reach the desired internal temperature, take them off the grill and transfer them to a plate.
Tent loosely with aluminum foil and let them rest for 10 minutes to allow the juices to redistribute, resulting in tenderer, juicier chicken legs.
Serve with your favorite sides and sauce. Alabama white BBQ sauce is my family fave. Enjoy!