For the marinade, combine olive oil, lemon peels, soy sauce, garlic and dried chili flakes in a blender or food processor, and pulse until liquefied. Pour into a gallon-sized ziptop bag, add the chicken thighs and seal, squeezing the bag so that the chicken is completely coated. Marinate in the refrigerator for at least one hour.
Place the ingredients for the Spicy Orange Oil in a blender and purée. Use a mesh strainer to strain the oil into a bowl and reserve.
Heat the grill to medium high. Place the chicken thighs on the grill, but not directly over the coals (for a gas grill, heat one side to medium-high and the other to low, then grill on the cooler side only). Take two bricks covered in aluminum foil and lay them on top of the chicken; cook for 5 minutes then remove the bricks, flip the chicken and top with the bricks again, and cook for 5 minutes. The chicken is done when a thermometer reads an internal temperature of 165°F.
Brush the radicchio and orange slices with the 3 tablespoons of olive oil, season with a sprinkling of salt. Place the radicchio on the hotter side of the grill, and cook for 3 minutes, then turn to char the other side for another three minutes. During the last two minutes, lightly grill the orange slices, just about a minute or less per side.
Garnish chicken with fresh Italian parsley and serve with wedges of radicchio drizzled with a tablespoon of the orange oil and garnished with the grilled oranges.