In a large shallow dish, mix the oil, Cajun seasoning, Italian seasoning, garlic powder, and lemon pepper. Place the chicken in the dish, and turn to coat with the mixture. Cover, and refrigerate for 1/2 hour.
Preheat the grill for high heat.
Lightly oil the grill grate. Drain chicken, and discard marinade. Place chicken on hot grill and cook for 6 to 8 on each side, or until juices run clear.