Make the guajillo paste: Toast dried guajillos in a dry skillet over medium heat 30 sec per side until fragrant. Soak in 1 cup hot water 5 min, then drain (reserve 2 Tbsp soaking liquid). Blend softened chiles with garlic, vinegar, olive oil, reserved liquid, paprika, oregano, cumin, salt, and pepper to a thick, brick-red paste.
Marinate the chicken: Pat thighs dry; loosen skin slightly. Slather 2 Tbsp paste under the skin and the rest over the exterior. Chill at least 15 min (flavor deepens overnight).
Preheat & set up grill: Gas/charcoal grill high direct heat zone (450–500°F) plus a cooler zone. Cast-iron skillet: heat on medium-high until a wisp of smoke appears.
Grill & char: Place thighs skin-side down over direct heat 4-5 min until dark grill marks form. Move to cooler zone, flip, cover lid, cook 12-15 min more, turning once, until internal temp hits 175°F.
Rest & serve: Tent lightly with foil; rest so juices redistribute. Plate with a scatter of fresh cilantro or lime wedges.