Put all the marinade ingredients, except the chicken thighs, in a blender and blend well.
Place the chicken in a large pan. Pour the sauce evenly on top and turn the chicken to thoroughly coat. Cover and place in the refrigerator for at least 4 hours, but preferably 12 hours.
Preheat the grill to 350 degrees F. I prefer to use fruit woods when grilling chicken (apple, cherry, etc.). Clean the grates and spray with oil. Cook the thighs for about 10 minutes over indirect heat, or until the internal temperature is between 140 and 150 degrees F.
Move the chicken to the direct side of the grill and continue to cook for about 4 to 5 minutes, or until the internal temperature is 165 to 170 degrees F. Serve in pieces with pico de gallo, or chop or shred and use in tacos, quesadillas, etc.
For the Pico: Mix all the ingredients in a medium bowl. Cover and place in the fridge for at least 1 hour before serving.