Pull the skin from the chicken thighs. Use a sharp knife to slash the meat on each a few times to the bone. Put in a food bag, or baking dish, and pour over the wine, oil and orange juice. Add the zest, garlic, oregano and a really good grinding of black pepper, and squish everything together. Marinate for 30 mins.
Lift the chicken from the marinade and season with salt. Barbecue for about 20-25 mins, turning halfway, until cooked through (cut into the thickest one to check). If the chicken is overly charred, but not cooked through yet, then transfer to a baking sheet and put in the oven on a low temperature to finish. Put the orange halves onto the barbecue, cut-side down, and cook until charred, hot and softening. Pile the thighs on a platter, add the orange halves for squeezing over and serve.