Pat the chicken thighs dry thoroughly with paper towels. In a large mixing bowl, toss the chicken with olive oil to coat evenly.

In a small separate bowl, combine smoked paprika, garlic powder, onion powder, cayenne pepper, salt, and black pepper to create the dry rub. Sprinkle this mixture generously over all sides of the chicken, ensuring each piece is well coated.

In a small saucepan, combine all the Mississippi Mud Sauce ingredients: ketchup, apple cider vinegar, molasses, Worcestershire sauce, unsweetened cocoa powder, instant espresso powder, smoked paprika, garlic powder, pinch of cayenne pepper, and water (or chicken broth).

Place the saucepan over medium heat and bring the sauce to a gentle simmer, whisking constantly. Reduce the heat to low and continue to cook for 5-7 minutes, stirring frequently, until the sauce slightly thickens and the flavors have melded together beautifully. Remove from heat and set aside.

Preheat your air fryer to 375°F (190°C).

Arrange the seasoned chicken thighs in a single layer in the air fryer basket, making sure not to overcrowd. Cook for 10-12 minutes.

Using tongs, carefully flip each chicken piece. Brush generously with the prepared Mississippi Mud Sauce. Continue to air fry for another 8-10 minutes.

Brush the chicken again with more sauce to build up the 'mud' layer. Cook for a final 5-7 minutes, or until the internal temperature of the chicken reaches 165°F (74°C) when checked with a meat thermometer and the sauce is deliciously caramelized and sticky.

Carefully remove the Mississippi Mud Chicken from the air fryer and let it rest on a cutting board or plate for 5 minutes before serving.

Preheat your oven to 400°F (200°C). Line a baking sheet with parchment paper for easier cleanup and to prevent sticking.

Place the seasoned chicken thighs in a single layer on the prepared baking sheet. Bake for 15 minutes.

Flip the chicken pieces. Brush generously with the Mississippi Mud Sauce. Return to the oven and bake for another 10-12 minutes.

Brush the chicken once more with additional sauce. Bake for a final 5-7 minutes, or until the internal temperature reaches 165°F (74°C) and the sauce is bubbly, thick, and slightly charred. For an extra crispy, charred exterior, you can broil the chicken for 2-3 minutes at the very end, watching carefully to prevent burning.

Remove from the oven and let the chicken rest for 5 minutes before serving.

Serve the Mississippi Mud Chicken hot, drizzled with any remaining sauce from the saucepan if desired. It pairs wonderfully with classic Southern sides like creamy mashed potatoes, rice, or a fresh green salad.