Heat the olive oil in a medium sauce pan over medium heat. Add the shallots and cascabel powder and cook until soft. Raise the heat to high, add the vinegar, red wine, tangerine juice and sugar and reduce to a syrup. Strain, return to a small saucepan and season with lemon juice, honey to taste. Add the olive oil and season with salt and pepper. Let cool. Mix together the juices, chile powders and oil. Add the chicken thighs and let marinate for 2 hours in the refrigerator. Preheat grill. Remove chicken from marinade and thread each chicken half onto 2 skewers so that the meat stays flat on the grill. Grill for 4 minutes on each side or until cooked through. Remove chicken from the grill and brush liberally with the tangerine glaze.