The marinade can be refrigerated overnight.
Thai chili sauce is available at large supermarkets and Asian markets. Two top brands are Mae Ploy and A Taste of Thai.
These sweet, spicy legs need a white wine that offers both richness and refreshing acidity, which almost perfectly describes Sicily's native Inzolia. It's typically blended with other grapes, such as Chardonnay or Sauvignon Blanc.