Add the chicken, chili peppers, oregano, rosemary, and honey to a medium bowl. Add the ¼ cup olive oil, season with salt and pepper, and gently toss to combine. Put the chicken in the refrigerator and marinate for 1-5 hours. Remove the chicken from the refrigerator.
Prepare a grill to medium-high heat. Put the chicken on the grill, skin side down, and cook for approximately 3 minutes. Turn the chicken over and continue to cook for 3 minutes longer. Remove from the grill. Transfer to a roasting pan.
Preheat the oven to 450°F. Arrange the lemon slices over the top of the chicken. Place the pan in the oven and cook for 30 minutes or until cooked through. Remove from the oven.
While the chicken is cooking, heat the additional 2 tablespoons olive oil in a large cast-iron skillet over medium-high heat. Add the oranges, cut side down, and cook for 3 minutes. Turn over and cook for an additional 3 minutes or until soft. Remove from the heat.
Transfer the chicken to a serving dish. Arrange the oranges around the chicken. Garnish with rosemary if desired. Serve immediately.