Is there any way to spawn/create a chicken jockeys on the console?

It is very difficult to spawn but, if you are in the nether you can find them. Though its rare if you do find one it will not try to attack you but instead if you get to close it will light you on fire. I have only seen one on a survival world on Xbox 360

To spawn in a chicken jockey, what you actually need to do is spawn a baby zombie, riding a chicken, since a chicken jockey isn't actually a single mob in itself. This command should work in the latest versions (1.8+), otherwise the names may need to be swapped with the equivalent IDs.

Standard Zombie:

/summon Zombie ~ ~1 ~ {IsBaby:1,Riding:{id:Chicken}}

Zombie Pigman variant:

/summon PigZombie ~ ~1 ~ {IsBaby:1,Riding:{id:Chicken}}

If you don't have access to commands, you can theoretically spawn a chicken jockey using chicken and zombie spawning eggs, though this will generally take significantly longer.

Simply spawn a few chickens in an enclosed area, then spawn zombies repeatedly and you have a small chance (0.4875%, so roughly once every 200 zombies) to create a chicken jockey each time.

It should be possible to automate this with dispensers, though unless you can think of a good zombie trap that wont kill jockeys, you will probably need to kill the zombies by hand every now and then to avoid reaching any mob limits or creating lag in your game.

On PC, I would use this:

/summon PigZombie ~ ~1 ~ {IsBaby:1,Riding:{id:Chicken}}