Mix the marinade ingredients together (that's everything except the chicken and bacon) and put in a container that you can seal... (important!). The naga chilli paste was from Chilli Pepper Pete in Brighton. It's REALLY good!
Throw your chicken legs in there and close the container and throw it around a bit. It's not a lot of marinade so they don't exactly sit IN the liquid, but rather on top. I left this to marinade for about an hour or so, shaking it every once in a while.
Preheat your oven to about 200 c. Or so. My oven is a bit crap, so your mileage might vary...
Line a baking pan with foil and wrap each chicken leg in a piece of bacon. Stick the join on the bottom. Cover with foil and roast for 1 1/2 hours.
Remove the foil and turn on the broiler/grill for another 10 minutes to crisp up the bacon.