In a mixing bowl, combine the Greek yogurt, olive oil, minced garlic, lemon juice, ground cumin, smoked paprika, onion powder, cayenne pepper, salt, and pepper. Whisk together until smooth.
Place the chicken thighs in a large resealable plastic bag or a shallow dish. Pour the yogurt marinade over the chicken, ensuring all pieces are well coated. Seal the bag or cover the dish, then refrigerate for at least 2 hours, or up to overnight for maximum flavor.
Preheat the oven to 400°F (200°C).
Remove the chicken thighs from the marinade, letting the excess drip off. Place them skin-side up on a baking sheet lined with parchment paper.
Roast the chicken in the preheated oven for 35-40 minutes, or until the internal temperature reaches 165°F (75°C) and the skin is crispy and golden brown.
Once cooked, remove the chicken from the oven and let it rest for about 5 minutes before serving.
Garnish with fresh cilantro or parsley before serving.