Preheat your grill or smoker to 275°- 285°F, and add a chunk of apple or pecan wood to the hot coals and close the lid to maintain temperature.
While the grill is preheating, remove the bone from the chicken thighs by slicing it out with a sharp boning knife. This will allow the chicken to cook faster and more evenly. It's also easier to eat this way as well.
Remove any excess skin that might be hanging off the chicken. Don’t get too aggressive here, just remove the skin that isn’t attached to the thigh meat.
Place the chicken thighs skin side down on a wire cooling rack, and season liberally with bbq rub.
Turn the thighs over, and season the skin side with bbq rub. Then, form them into a roll shape and tuck any skin under the meat. Using your hand, pat (don’t rub) the bbq rub into the chicken skin.
Place the wire rack with chicken on the grill, over indirect heat. Close the lid and allow the chicken to smoke for 40 minutes. Then, check the internal temperature of the chicken with a reliable quick read thermometer, it should be about 165°F.
When the internal temperature of the chicken reaches 165°F, glaze with optional sauce. Close the lid and allow the sauce to set up for 10-15 minutes.
When the chicken reaches 175° - 180°F internal temperature, remove it from the grill and serve hot.