In a medium bowl, whisk together the orange juice, orange zest, lemon juice, olive oil, hot sauce, Dijon mustard, and garlic.
Add the chicken thighs to a gallon-sized resealable bag, pour the marinade over them, then seal the bag, squeezing out any extra air.
Coat the chicken with the marinade and place it in the refrigerator to marinate for 1 to 6 hours.
When ready, heat the grill to medium-high, around 400°F.
As the grill heats up, make the glaze. In a small saucepan, melt butter over medium heat.
Whisk in honey, orange juice, orange zest, BBQ sauce, and Dijon mustard. Once combined, remove from heat and set aside about 1/3 cup for serving.
Grill the chicken for about 4 minutes on each side. Then, brush with the glaze and continue grilling for another 2 minutes per side, until the chicken reaches 165°F in the center and is slightly charred.
Serve the chicken warm, drizzled with the reserved glaze and garnished with parsley, if you like.