Combine all the marinade ingredients in a large bowl. Add in the leg quarters, mix well and refrigerate for at least 4 hours (overnight is even better).
Preheat the oven to 390 °F (200 °C). Line a sheet pan with parchment paper and arrange the orange slices in one layer. Place the leg quarters on top, pour over the marinade and add the rest of the orange slices and thyme sprigs.
Wet a large piece of parchment paper, cover the pan with it and bake for an hour.
Remove the cover, use a spoon to baste the leg quarters and roast for another 15 minutes, or until they brown.