In a blender, combine the garlic, soy sauce, lime juice, olive oil, cumin, paprika, oregano, and black pepper. Blend until smooth. Place the chicken thighs in a large Ziploc bag, pour the marinade over them, seal the bag, and refrigerate for at least 8 hours, or up to 24 hours for deeper flavor.

In a blender, add the jalapeños, cilantro, green onions, garlic, mayonnaise, Greek yogurt, lime juice, salt, and black pepper. Blend until smooth and creamy. Slowly drizzle in the olive oil to create a well-emulsified sauce. Transfer the green sauce to a bowl and refrigerate until ready to serve.

Preheat your grill to medium-high heat, aiming for around 350°F. Remove the chicken from the marinade, shaking off any excess, and place them on the grill grates. Grill for about 5-6 minutes per side until the internal temperature reaches 165°F.

Preheat your oven to 500°F. Arrange the marinated chicken in a roasting pan, adding 1 cup of water to keep it moist. Bake uncovered for 30 minutes, then cover with foil and continue baking for another 15 minutes.

Preheat your air fryer to 360°F. Place the marinated chicken in the air fryer basket in a single layer. Cook for 12-15 minutes, flipping halfway through until the internal temperature hits 165°F.

Once the chicken is cooked, let it rest for a few minutes. Serve the chicken with a generous drizzle of the creamy green sauce on top.