1. Place chicken, teriyaki sauce, lemon juice, garlic, and sesame oil in a large resealable plastic bag. Seal bag, and shake to coat. Place in refrigerator for 24 hours, turning every so often.
2. Preheat grill for high heat.
3. Lightly oil the grill grate. Remove chicken from bag, discarding any remaining marinade. Grill for 6 to 8 minutes each side, or until juices run clear when chicken is pierced with a fork.