To prepare the marinade, heat oil in a nonstick skillet over medium-high heat. Add onion and garlic; sauté for 3 minutes. Add jalapeño peppers and oranges; cook for 2 minutes, stirring occasionally. Add juice; cook 2 minutes. Add tequila; cook 3 minutes. Add rosemary, cilantro, and vinegar; cook 1 minute.
Place marinade in a blender or food processor; process until smooth. Strain the mixture through a sieve into a bowl. Discard solids. Reserve 1/2 cup marinade. Place remaining marinade in a large zip-top plastic bag.
To prepare the chicken, pierce with a fork. Add the chicken, chili powder, salt, and pepper to marinade in bag. Seal and marinate in refrigerator 2 hours, turning bag occasionally.
Remove the chicken from bag; discard marinade. Place the chicken on grill rack coated with cooking spray; cook 12 minutes on each side or until chicken is done, basting frequently with reserved marinade.
Note: For chicken pieces, use a combination of chicken breasts, thighs, and drumsticks. Look for packages labeled "pick of the chick" in the butcher case.