1.Combine chicken, oil, mustard and half the thyme in medium bowl. Stand 10 minutes.
2.Drain chicken; reserve marinade. Cook chicken mixture on heated oiled grill plate (or grill or barbecue) until browned all over and cooked through, brushing with reserved marinade during cooking. Cover to keep warm. Cut into pieces.
3.Cut each lemon into six wedges and each lime into four wedges; cook on same heated oiled grill plate until browned both sides.
4.Combine extra mustard and remaining thyme in small bowl.
5.Serve chicken with citrus wedges and thyme mustard.