Add the chicken and the seasonings to a large mixing bowl. Mix and massage the meat until the liquids are absorbed and the chicken is evenly coated with the seasonings.
Roll the thighs along the long side, then wrap each thigh with one strip of bacon. Make sure that both ends of bacon strips end up at the bottom.
Cooking in an air fryer
No preheating is necessary. Place chicken thighs on the rack, top side up, lose bacon strip ends tucked underneath. Fry at 400F for 15 minutes. Flip the thighs, and cook for additional 5 minutes at 400F. Flip and cook for another 5-8 minutes or until the tops are crispy and the chicken has reached at least 165F internal temperature. I like these chicken thighs well-done and cooked to about 185F.Note: the timings may vary from air fryer to air fryer so start checking early the first time you cook these thighs and adjust as needed.
Cooking on a grill
Preheat the grill to about 350F-400F. Grill over direct heat for about 20-30 minutes, turning frequently, until the internal temperature reaches at least 165F and the bacon is crispy.Note: keep the lid closed to prevent flare-ups; if bacon is getting too crispy before the thighs are cooked through inside, finish cooking over indirect heat.
Baking in the oven
Preheat oven to 400F. Preheat a large skillet over medium-high heat. Quickly sear the thighs on all sides to crisp up the bacon, about 1 minute per side. Transfer the thighs to a baking pan and bake until the internal temperature reaches at least 165F, about 30-35 minutes. You may want to start checking the temperature at 25 minutes the first time around as timings may vary from oven to oven. Alternatively, start cooking in the oven, without searing, then use the broiled to crisp up the bacon. For best results, flip the thighs to broil on both sides. Watch the thighs closely as they can go from browned to burn in a matter of seconds.
Transfer to a serving platter and serve hot with you favorite side dish.Tip: if you are baking or air frying chicken thighs, brush them lightly with the rendered fat, they will look more appetizing that way.