Best method is to do a high temp smoke. Smoker at 350+.
A hot oven to finish works too if you don't have a grill. Only other advice I would give is to remove the chicken when it gets to an IT of 155, then finish to an IT of 165. Otherwise you'll run the risk of it being overdone.
Make sure the skin of the chicken is extra dry prior to putting it in the smoker. Best method is to air dry uncovered overnight in the fridge. At minimum 8-12 hours.
Thighs are really fatty under the skin. So you can remove the skin and scrape the fat off the back of the skin. Replace the skin then air dry.