Salt and pepper chicken legs, rub on and under skin. Set aside. Fill smoker with hardwood BBQ pellets.
Prepare smoker by placing 2-3 long sheets of aluminum foil along the bottom of heating element, underneath the rack, for easy cleanup. Brush grill rack clean. Set smoker to smoke.
Once it starts smoking, set temperature to 225°. Place chicken legs on smoker. Smoke for 1 1⁄2 to 2 hours. Spread BBQ sauce onto chicken legs during the last 30 minutes. When chicken reaches temperature, 165°, remove from smoker, and allow to rest 3-5 minutes.