In a blender or food processor, blend the soy sauce, oil, sherry, shallots, garlic, ginger, Chinese five-spice powder, serrano pepper, brown sugar, anise, and salt until smooth. Place the chicken in a large bowl. Pour the blended mixture over the chicken, cover, and marinate at least 1 hour in the refrigerator.
Preheat grill for high heat.
Lightly oil the grill grate. Discard marinade. Place chicken on the grill, and cook 10 minutes on each side, or until juices run clear.
