1. Preheat the oven to 450 and postion a rack near the top. In a large bowl, whisk 1/2 tsp of the red curry paste with the oil. Add the chicken, season with salt and pepper and toss to coat. Spread the chicken on a large rimmed baking sheet and bake for about 25-30 minutes, turning once, until cooked through and just starting to brown. Remove from the oven; preheat the broiler.
2. While chicken is browning, in a medium saucepan, combine the coconut milk, fish sauce, brown sugar and the remaining red curry paste. Cook over high heat, bring to a boil for about 4 minutes and then cook over high heat stirring occassionally until slightly thickened.
3. Transfer the chicken to a large bowl. Add the coconut-curry sauce and toss to coat. Pour off any excess fat from the baking sheet. Return the chicken to the sheet and pour any extra sauce over the chicken. Broil for 5 minutes, turning once (should be browned). Transfer to a platter and serve with cilantro and lime wedges.