In a medium sized bowl mix all the marinade ingredients. Arrange the chicken, clementines and vegetables in a large flat glass baking dish and pour the marinade over top. Cover and let marinate in the refrigerator for a few hours or even overnight.
Preheat barbecue on MEDIUM HIGH for 10 minutes. Reduce the temperature to MEDIUM LOW, and brush the grids well with vegetable oil to prevent sticking. Reserving the marinade, place the chicken thighs on the grill, and cook them for a total of 12 minutes, turning 3 times for Perfect Grill Marks. Grill the red peppers and fennel for 10 minutes, or until tender, and the clementines for about 5 minutes, just until caramelized and juicy.
Meanwhile, pour the reserved marinade into a small sauce pan and bring to a boil. Simmer for 5 - 10 minutes or until slightly thickened.
Arrange the grilled chicken, clementines, peppers and fennel on a hot platter. Pour the marinade over top and sprinkle with chopped fresh parsley.