Preheat the oven to 400 degrees. On a large rimmed baking sheet, toss the polenta with the cauliflower, onion, and ¼ cup of olive oil. Brush the chicken legs with oil and season with salt and pepper. Nestle the chicken into the polenta and vegetables.
Roast for 50 minutes, until golden and an instant-read thermometer inserted in the thighs registers 160 degrees. Drizzle with lemon juice, garnish with parsley, and serve with lemon wedges.