Mix together the oil, oregano, garlic and lemon juice in a small bowl. Add the chicken to a shallow baking dish and sprinkle with salt. Pour the marinade over the chicken and turn to coat. Cover and marinate at room temperature up to 30 minutes or in the refrigerator up to overnight.
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.