In a small bowl, combine the garlic, fennel, oregano, red pepper, and salt. Add in olive oil. Stir and seaons with salt and pepper to taste.
Make 2 diagonal slits on each side of each chicken leg. You want to cut almost to the bone so that the spices can get in those crevices.
Rub the garlic-fennel "paste" on each chicken leg and set in shallow glass dish. Cover with plastic wrap and refrigerate for at least 4 hours.
Light a charcoal grill under medium high heat. Brush chicken with olive oil and grill over indirect heat, covered, for about 25 minutes, turning once or twice, or until chicken is white throughout.
Meanwhile, in a small saucepan, melt butter under medium high heat. Stir in flour and let slightly brown, about 1 minute. Slowly add chicken stock and simmer until you get a desired thickness. Set aside.
Top chicken legs with gravy (if desired) and serve with fresh vegetables and dig on in! Enjoy!