Make spice rub: Sprinkle spice mix and rub onto chicken.
Cover with plastic wrap and chill for at least 6 hours.
Make sauce: Combine all ingredients in a large pan. Bring to a boil, stirring continuously. Simmer, uncovered, for 15 minutes, stirring occasionally, until thickened. Remove from heat.
Preheat grill to medium low; oil when hot.
Cook chicken for 10 minutes, turnover and cook for 8 minutes longer.
Brush sauce on one side of the chicken, turn over and cook for 3 minutes.
Brush remaining side with sauce, turn over and cook for 3 minutes, or until cooked through.