In small bowl, stir together cayenne pepper, cumin, cinnamon, salt and black pepper. Rub thoroughly over chicken leg quarters. Place on grill and cook, turning, until browned on all sides and beginning to firm, about 10 minutes total.
2While chicken is grilling, warm olive oil in large pot over medium heat. Add onions and garlic; saute until beginning to brown, about 4 minutes. Stir in chorizo; saute for 3 minutes more.
3Stir in tomatoes and red wine. Bring mixture to simmer and continue cooking until chicken is off the grill.
4Add chicken to pot. Stir in olives. Cover, reduce heat to medium-low and simmer for 20 minutes.
5To serve, put a piece of chicken in each of four large, shallow bowls. Top with sauce.