Spices: Toast all the spices, including the Arbol chilis, in a hot skillet, until aromatic.
When cool enough to handle, break the cinnamon stick into a few pieces and add to the coffee grinder. Add the remaining contents of the skillet, except for the nutmeg.
Pulse the contents of the mill until the ingredients are ground finely.
If you find some larger pieces remaining, sift the contents of the grinder. Grate the nutmeg into the spice mix.
Marinade: Chop the vegetables, and add to a food processor. Top with the marinade ingredients, and spices. Pulse until everything is finely chopped.
Place chicken pieces in a large ziplock bag. Pour the marinade over them. Seal the bag, and make sure the marinade is evenly distributed between the chicken pieces. Refrigerate for a minimum of two hours or overnight.
Grill chicken over medium heat. Rotate the chicken as needed, until it's cooked all the way through. Make sure you allow the chicken to char, because it's not jerk chicken unless it's charred!