Prep aromatics: Grate the onion; if desired, strain to extract only the juice. In a bowl, whisk yogurt, lemon juice, vinegar, onion (or juice), garlic, and ginger until smooth.
Mix spices: In a small bowl, combine coriander, cumin, chili powder, garam masala, turmeric, smoked paprika, pepper, and salt. Add to yogurt mixture along with oil; whisk until evenly tinted.
Marinate chicken: Pat thighs dry and score each twice. Massage marinade into chicken until fully coated. Cover and refrigerate for 8–12 hours (minimum 4 hours).
Preheat grill: Clean grates and heat to medium-high (about 400 °F/205 °C). Oil grates lightly.
Sear: Place chicken skin-side down over direct heat for 3–4 minutes until grill marks form.
Indirect cook: Move to a cooler zone, close lid, and cook 12–15 minutes, flipping halfway, until an internal thermometer reads 165 °F (74 °C).
Char finish: For extra color, return briefly to direct heat (1 minute per side), watching carefully.
Rest & serve: Tent with foil and rest 5 minutes. Garnish with cilantro and lemon wedges.