Preheat grill to 400°F.
In a medium bowl, whisk together butter with garlic, ginger, cayenne, orange zest, orange juice, soy sauce, honey and 1 teaspoon sesame oil. Season with salt and pepper.
Pat drumsticks dry and place in a large mixing bowl. Toss with remaining 2 tablespoons sesame oil and season with salt and pepper.
Place chicken on the grill rack. Cooking, turning every 5 to 10 minutes, until charred in spots and just cooked through, about 20 minutes.
Brush drumsticks all over with orange sesame butter and grill, turning and basting, until glazed, about 5 minutes. Transfer to a platter, sprinkle with sesame seeds and chopped cilantro and serve.