I've smoked chicken thighs quite a few times. My early efforts were okay: good flavor but rubbery skin that had to be pulled off. I came up with a plan to remedy that. First, I smoke the thighs with skin on at about 225 until the largest one reaches an internal temp of 160 degrees -- about 90 minutes to two hours. I do them on my Traeger junior. Today I used a mix of pecan and hickory. Probably would have chosen cherry and pecan, but there was already some hickory in the hopper.
When they're done, I marinate them in a mix of soy sauce, canola oil, brown sugar, chinese five spice, ginger, cinnamon and sesame seeds for about 45 minutes -- just long enough to heat my gas grill to about 450 degrees.
Finally, I grill them until they're dark brown and crisp, about 10 minutes. They're excellent without any saucing, although I sometimes dip one in a pineapple/habanero salsa.