Pat legs dry. Toss legs in oil and season with salt and pepper. Spread evenly on a sheet of tin foil and place on grill. Cook for 30 minutes, turning twice.
While legs are cooking, heat pepper and vinegar in a small saucepan and simmer for 1 minute. Let cool and stir in soy sauce and honey. Toss legs in the sauce when finished cooking. Garnish with scallions.
For the ranch dip...
Combine all ingredients in a food processor or blender. Puree until smooth. Dressing will keep for up to 3 days when kept cold.