Preheat the grill to medium heat. Wrap 2 bricks in aluminum foil and set aside.
Remove the chicken from the marinade, blot off excess oil and place the chicken on the grill, skin-side down. Place the bricks on top of the chicken and grill for about 10 minutes, then turn over and return the bricks to the chicken, being sure to flip the bricks so the clean side touches the chicken. Continue cooking until the thighs are 160 degrees F, another 10 minutes. Let rest for 10 minutes and cut into quarters. Serve on a platter.