To make this, start by making the sauce, since it needs no cook time and can hang out in the fridge while the chicken cooks. Add the Greek yogurt, avocado, lime juice, cilantro, jalapeño, salt, and pepper to a food processor or small blender.
Blend until smooth and creamy, then taste and adjust the seasoning as needed. Set it aside.
Next, make the chicken. In a large bowl, combine the chicken thighs with the garlic, lime juice, paprika, cumin, salt, pepper, and olive oil. Toss everything together until the chicken is well coated in the seasoning.
For the air fryer method: arrange the chicken thighs in a single layer in the air fryer basket and cook at 400°F for 10-12 minutes, until cooked through and slightly charred at the edges.
For the oven method: line the chicken up on a parchment-lined baking sheet and bake at 375°F for 15-16 minutes. Finish it off by broiling on high for 1-2 minutes at the end to get a little color and char.
Once the chicken is done, serve it warm with the creamy avocado green sauce poured on top or on the side for dipping.