Wash the fillets and clean the legs. Put them in a deep container so you can pour the marinade over them.
Mix the milk, olive oil and spices (you can always add others of your choice). Pour this over the meat and leave for at least 1 hour in the fridge. When you're ready to bake, turn the oven up to 392°F (200 °C).
Prepare a tray with baking paper (I used the oven tray) and arrange the meat. Don't turn the oven down!
Put the meat on the lower element and bake to a nice crisp. You don't need to pour in water or anything else. Guaranteed to be the juiciest fillets you've ever had.