If desired, remove skin from each leg (optional). Use paper towels to pat each leg thoroughly dry. See Recipe Notes about washing chicken.
In a large bowl, thoroughly combine Cajun sauce, Liquid Smoke, cumin (powder or seeds), thyme, salt, and black pepper.
Add the chicken legs. Roll around in mixture until evenly coated.
Arrange the chicken legs on a baking sheet lined with parchment paper. Pour marinade over the chicken legs
Baking time depends on thickness. Bake smaller legs 15-20 minutes before flipping over. Bake large/thick chicken legs should 20-30 minutes before flipping over.
After flipping legs over, bake another 10-15 minutes. Test for doneness by inserting thermometer into thickest part of drumstick all the way to the bone. The internal temperature should be 165°F (75°C).
Broil for 1 minute or until the skin turns golden brown and crispy.
I have always washed my chicken before cooking. Never, ever had a problem.