We love smoked thighs. I take the skin off, scrape the excess fat, season the thigh, then wrap it back in it's own skin, secured with a toothpick.
Our family favorites are thighs stuffed with a bsby portobello, which is stuffed with spicy Italian sausage and breadcrumbs, chicken Cordon Bleu as above, with smoked Black Forrest ham and Gouda, or Chicken Kiev style. I keep an ice cube tray full of small garlic, parsley, butter balls in the freezer so when the urge hits, it's easy to pop the thigh in the oven or smoker. I use the butter frozen, and it melts right in as the thighs bake. Line the thigh inside with Panko, roll it around the butter ball, and pin together. Quick and easy.