In skillet, heat oil over medium heat. Add mushrooms, garlic and oregano. Cook until mushrooms are tender. Remove from heat. Stir into skillet, the soy sauce, salt & pepper. Cook 1 min. Remove pan from heat, add soy mix to mushroom mix. Let cool. W/ hands, loosen skin on each chicken leg. Stuff mushroom mix evenly under the skin on each chicken leg. Sprinkle lightly w/ salt & pepper. Heat grill to medium for indirect heating. Place chicken on grill. Grill 45 min - 1 hr, or until juices run clear. Serve w/ lemon slices.