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In a small dish, stir together the ancho chili powder, brown sugar, espresso, cumin, lime zest, sugar, and salt. Massage the chicken legs all over with the olive oil.
Pour over the dry rub and massage all over the chicken until well coated. Cover and chill in the fridge overnight.
When ready to cook, start the Traeger on Smoke with the lid open until a fire is established (4-5 minutes).
Place chicken legs on grill grate and smoke for 1 hour.
Increase the temperature to 350 degrees F. Cook an additional hour, or until the juices run clear and the chicken has reached an internal temperature of 165 degrees F.
When there is 10 minutes of cooking time remaining, baste the chicken all over with the bbq sauce. Serve with fresh lime and garnish with flat-leaf parsley. Enjoy!