Drumsticks coated with an orange-mustard sauce are an ideal picnic food: delicious hot or cold and you don't even need a plate.
Prick chicken in several places using a fork; arrange in a large dish in 1 layer. Season with salt and pepper and brush with 1 tablespoon olive oil. Cover and refrigerate for 15 to 30 minutes.
Meanwhile, whisk remaining 2 tablespoons olive oil, mustard, orange zest, cumin, and fennel together in a small glass bowl.
Preheat an outdoor grill for medium heat and lightly oil the grate.
Brush chicken with orange-mustard sauce and arrange on the preheated grill. Cook, turning often and brushing with more of the sauce, until legs are no longer pink at the bone and juices run clear, 16 to 18 minutes. Transfer chicken to a platter and garnish with cilantro.