Preheat all burners on high (until thermostat registers 500°F). Turn off 1 burner and reduce heat on other burner (or burners) to medium. (Thermostat should register 350 to 375°F.) Grill chicken, skin sides down first, on portion of lightly oiled grill rack over unlit burner, covered, turning occasionally, until cooked through, 20 to 30 minutes.