Coat the legs, shanks & toes with either Campho-phenique or Vet-Rx. I use an eye dropper and make sure you rub it in, get under the scales, bewteen the toes. Coating the leg with Vaseline will work too but IMHO, it is a little messy-- all will work.
As suggested, Ivermectin will kill scaly leg mites (all mites actually as well as worms). When I have used it, for a bantam, I put a couple of drops between the shoulder blades on the skin. Be very careful not to get it anywhere else. (number of drops is according to the weight of the bird)
I would not use Pam cooking spray. The Vet-Rx and Campho-phenique are probably the best to use. 1or 2 applications spaced a few days apart ought to be enough.