In a small bowl, whisk together avocado oil, cilantro, lime juice, garlic, sea salt, cumin, chili powder, and cayenne peper.
Add marinade and chicken thighs to a zip lock bag and marinate in refrigerator for at least 30 minutes, up to 8 hours.
Optional step if you have time: Remove the chicken from the refrigerator and allow it to come up to room temperature, about 20 minutes. (This is not required, but will help it cook more evenly.)
Meanwhile, preheat oven to 400 degrees F (204 degrees C).
Preheat a cast iron grill pan or cast iron skillet over medium-high heat. Add chicken skin side down and sear for 2-3 minutes, until browned. Flip chicken and sear on the other side for another 2-3 minutes.
Transfer the skillet to the oven and cook for an additional 15-20 minutes, until internal temperature reaches 170 degrees F (76 degrees C). Rest for a few minutes before serving.