Step 1Combine the oil, parsley, oregano, lemon juice, wine and garlic in a bowl.
Step 2Place the chicken legs in a plastic food bag; add 1/3 cup of the oil mixture. Marinate in the refrigerator at least 4 hours or overnight. Let come to room temperature before grilling.
Step 3Soak the clams and mussels in cold water to cover with 2 teaspoons salt for 30 minutes to purge any sand inside their shells. Rinse in cold water; keep chilled until cooking time.
Step 4Spray a barbecue grate (and grilling plate or basket if needed to keep small items from falling through grate) with cooking spray. Heat the grill to medium.
Step 5Remove the chicken from the marinade (discard marinade), sprinkle with salt and pepper to taste and grill until cooked as desired; the juices should run clear when the chicken is pricked with a fork, about 35 to 40 minutes. Grill the shrimp, clams and mussels in separate batches as they have different (but quick) timing. Grill shrimp, turning once, until just opaque, about 1 to 2 minutes total; do not overcook. Grill the clams until most shells open, about 4 to 5 minutes (discard any that do not open); grill the mussels until the shells open, about 3 minutes (discard any that do not open). As each batch of shellfish is grilled, put in its own bowl. While still hot, toss with about 3 tablespoons of the oil mixture. (They can be grilled a couple of hours ahead and kept at room temperature.)
Step 6To serve, mound each in separate groups on large platter. Garnish the platter with lime wedges and herb sprigs.