Mix coconut milk, olive oil, salt and all spices in a bowl with a whisk. Transfer the chicken legs to a bowl and mix everything thoroughly so that each leg is covered with marinade. If desired, you can cover the bowl with saran wrap and leave for an hour or two in a cool place.
Air fryer - Preheat your air fryer to 400 F for 5 minutes. Spray basket with olive oil. Place the legs in the air fryer basket. Air fry for 15 minutes.
Turn them over to the other side and fry for another 12-15 minutes or until the internal temp is 165 F and browned to your liking outside. * Larger pieces will likely take more time to get to a safe internal temp.
For a stronger curry flavor you can make 1.5x the sauce mixture. Put a bit to the side and when done, brush more on the outside before serving.
Oven - Preheat oven to 400 degrees F. Follow directions to make the sauce and coat legs. Lay inside a baking dish or non stick baking sheet without overlapping. Cover with foil and place in the preheated oven. Bake for 25 minutes with foil and another 10-12 minutes without foil until they are as browned on the outside as you'd like.
Fried - Heat about 2" of oil into a skillet until hot and 350 degrees F. Place coated chicken legs into the skillet, keeping space between each, and work in batches. Fry chicken legs on each side for about 4 minutes until internal temp = 165 F.