Pat the chicken thighs dry with paper towels and rub them with oil.
In a small bowl, combine the chili powder, salt, garlic powder, onion powder, black pepper, and cumin.
Season each chicken thigh on both sides with the seasoning mixture, then transfer the thighs to a non-reactive bowl. Toss with the lime juice and zest.
Refrigerate and leave to marinade for 2 hours.
Preheat your Z Grills Pellet Grill (preferably with branded wood pellets) or other wood pellet grill to 225 degrees Fahrenheit.
Transfer the chicken to the grill grates, close the lid, and smoke for 1 hour to 1 hour and 15 minutes. The chicken is done when the internal temperature registers 165 degrees Fahrenheit.
Carefully remove the chicken from the grill and rest for 10 minutes.
Meanwhile, heat a grill pan or skillet over high heat.
Add the tortillas and warm for 30-45 seconds per side or until charred in some spots.
Chop the chicken thighs and divide the chicken between the tortillas. Follow with tomatoes, cucumber, jalapeno slices, cilantro, and red onion.
Halve, pit, and peel the avocado, then thinly slice it. Divide the slices between the tacos.
Plate with lime wedges on the side and serve.