In a large bowl, gently massage the chicken legs with salt and pepper. Add the sage and oil and toss. Marinate in the fridge 6 hours or overnight.
Preheat the oven to 400°F. Grate the lemon zest from the lemon then squeeze the juice. Add the zest and juice to a small bowl and mix in the preserves, Worcestershire sauce and garlic.
Pluck out the sage from the chicken and discard. Brush the sticky jam all over the chicken then place them in a baking dish, leaving plenty of breathing room. Bake 45 to 50 minutes, until the juices run clear when pricked. Serve hot and be prepared to burn your fingers.