In a small bowl, combine 1 tablespoon each of salt and pepper with the chile powder, oregano, garlic, orange juice and 2 tablespoons each of the lime juice and olive oil. Put the chicken legs on a large rimmed baking sheet and coat all over with the spiced oil. Cover and refrigerate for 4 hours.
Meanwhile, in a large bowl, combine the remaining 1/4 cup each of lime juice and olive oil. Add the cabbage, onion, jalapeños and cilantro. Season the slaw with salt and pepper and refrigerate for at least 2 hours and up to 5 hours, tossing occasionally.
Preheat the oven to 400°. Roast the chicken legs skin side up for about 40 minutes, until browned and cooked through. When cool enough to handle, discard the skin and bones and shred the chicken.
Arrange the lettuce on a platter and fill with the chicken; top with the slaw and serve.