Sprinkle chicken legs with chili powder, salt, and pepper and place in a roasting pan. Roast for 30 minutes, or until meat is cooked through and skin is crispy. Allow to cool and then shred the meat and thinly slice the skin. Place in a bowl.
Roast the bell peppers and chiles over medium high heat on stove top or under a hot broiler, turning occasionally, until blackened and blistered all over. Place in a bowl, cover with plastic wrap, and let steam for 15 minutes.
Peel the chiles and peppers and stem and seed them. Chop the pepper and chiles and add them to the chicken, along with any liquid that has collected in the bowl.
Mince the onions and garlic. Heat the olive oil in a large skillet over medium heat. Add the onions and garlic and cook, stirring ocassionally, until the onions are very tender, about 15 minutes.
Meanwhile, juice the lemon and lime (separately) and set the juices aside. Finely chop the scallions. Melt the butter and set asidew in a warm spot. Add the peppers, chiles, and chicken to the onion mixture and stir well. Add 1/2 cup water and bring to a simmer.
When the water is almost evaporated, turn off the heat, add the lemon juice, and mash well with a large fork. Transfer to a bowl, add the goat cheese, and mix well. Add the minced scallions, cilantro, and lime juice. Taste for seasoning and add salt and pepper to taste.
Heat oven to 400°F.
To assemble the burritos, lay a tortilla on a flat surface and place 1/4 c of the chicken mixture in the center. Carefully fold over the two sides and press slightly, then fold over the top and bottom of the tortilla and press again to form a neat package. Brush a baking sheet with the melted butter. Place the burritos seam side down 1 inch apart and bake , turning once, for 20 minutes, until each side is crispy.