Combine the soy sauce, sake, mirin and sugar in a large ziplock bag. Smoosh it around to dissolve the sugar.
Place the chicken legs in the bag and marinate in the refrigerator for 2-24 hours.
About 30 minutes before you are ready to smoke, preheat your smoker to 180 and remove the legs from the refrigerator.
If using a rack, place legs on it. Otherwise place the legs directly on the grill rack.
Smoke for 1 hour. If legs are directly on the grill, turn them over after 30 minutes.
Turn grill up to 350 and grill for 30-45 more minutes or until legs reach 165 degrees. Turning them once if they are directly on the grill rack.
Let rest for 15 minutes.
I usually use whatever pellets I happen to have on hand. This time I had a Signature Blend from Traeger. These instructions, while written for a Traeger, should work on any wood pellet grill. Note - calorie counts are inflated because it reads all the ingredients in the marinade.