Preheat the grill to medium heat or the oven to 400°F (200°C). If using the air fryer, preheat to 375°F (190°C).

Pat the chicken thighs dry with paper towels, then rub them with olive oil. In a small bowl, mix together the smoked paprika, garlic powder, onion powder, salt, and pepper. Rub this spice mix evenly over the chicken.

For grilling: Place the chicken on the grill, skin-side down, and cook for 5-7 minutes per side. During the last few minutes, brush the chicken with BBQ sauce, turning occasionally, until the internal temperature reaches 165°F (74°C).

For baking: Place the chicken on a foil-lined baking sheet and bake for 25 minutes. Flip the chicken, brush with BBQ sauce, and bake for an additional 15-20 minutes until the chicken reaches an internal temperature of 165°F (74°C).

For air frying: Place the chicken in the air fryer basket and cook for 10 minutes. Flip the chicken, brush with BBQ sauce, and cook for another 10-15 minutes until the chicken reaches an internal temperature of 165°F (74°C).

Remove the chicken from the heat source and let it rest for 5 minutes before serving. Serve with additional BBQ sauce on the side for dipping.