Whisk together the oil, lemon juice, garlic and rosemary in a large baking dish. Add the chickens and turn to coat. Cover and marinate in the refrigerator for at least 1 hour, or up to 4 hours.
Preheat the grill to medium. Wrap 4 bricks in aluminum foil and set aside. Remove the chickens from the marinade, blot off excess oil, and season with salt and pepper on both sides. Place the chickens on the grill, skin-side down, and place 2 bricks on top of each chicken. Grill the chicken for 8 to 10 minutes, then turn over, and return the bricks to the chickens. Close the cover and continue cooking for 8 to 10 minutes or until cooked through. Let rest for 10 minutes and cut into quarters. Serve with lemon wedges.