In a medium bowl, whisk together the oil, oregano leaves, garlic, lemon juice and salt and pepper, to taste. Pat the chicken dry and place in a re-sealable plastic bag. Pour the mixture over the chicken and seal the bag, pressing out any excess air, and then turn the bag over several times to distribute the marinade. Put the chicken bag in a shallow dish and marinate, in the refrigerator, for at least 12 hours and up to 24 hours.
Preheat the oven to 350 degree F.
Place a grill pan over moderately-high heat until very hot. Place the chicken skin-side down and cook until well browned, 10 to 13 minutes. Flip the chicken over and cook for another 8 to 10 minutes. Transfer the chicken to a sheet pan and finish cooking in the oven until golden brown and cooked through, 25 to 30 minutes. Let the chicken rest 10 minutes before serving.