Halve two of the oranges and squeeze their juice into a mixing bowl.
Whisk the orange juice with minced rosemary, minced thyme, olive oil, chopped red onion, minced garlic, salt, and black pepper to make the marinade.
Add the chicken legs to the bowl and turn to coat thoroughly; cover or place in a sealed bag and marinate in the refrigerator for 2 to 8 hours.
Remove the chicken from the refrigerator about 20 minutes before roasting and preheat the oven to 400°F (200°C).
Prepare the remaining two oranges: remove outer peel, scrape off white pith, slice the peel into strips, and cut the oranges into rounds.
Place the marinated chicken in a 13 x 9-inch baking dish and pour any remaining marinade over the chicken.
Arrange the orange peel strips around the chicken and top with orange rounds and the sliced chili peppers (or chopped bell pepper if using).
Loosely cover the dish with foil and roast for 50 to 60 minutes, basting frequently with pan juices; remove foil for the last 10 minutes to brown.
Cook until a meat thermometer inserted into the thickest part of a thigh reads 175°F (79°C) and juices run clear.
Optionally split drumsticks from thighs and remove skins before serving.
Serve and enjoy.