In a large bowl, combine the olive oil, minced garlic, ground cumin, paprika, dried oregano, salt, black pepper, cayenne pepper, lime juice, and chopped cilantro. Mix well to create a marinade.
Add the chicken thighs to the marinade, ensuring they are well coated. Cover the bowl with plastic wrap and refrigerate for at least 2 hours, or preferably overnight for maximum flavor.
Preheat your grill to medium-high heat.
Remove the chicken from the marinade and let any excess marinade drip off. Discard the remaining marinade.
Place the chicken thighs skin-side down on the grill. Cook for about 6-8 minutes, then flip and cook for an additional 6-8 minutes, or until the internal temperature reaches 165°F and the skin is crispy.
Remove the chicken from the grill and let it rest for 5 minutes before serving.