anyone tried this recipe on the grill? I'm going to be BBQ-ing chicken parts.

you should be fine....NY Taxicab version is modeled on Brazilian original, FRANGO NO CHURRASCO, which is grilled. see http://easybrazilianrecipes.com/brazilian-grilled-chicken-frango-churrasco/

Windischgirl, although I haven't tried it on the grill myself, in my headnotes you'll see that the original version was a restaurant recipe intended for grilling. Maybe brush with the sauce after flipping.