In a small bowl, combine the brown sugar, smoked paprika, garlic powder, onion powder, chili powder, salt, black pepper, and cayenne pepper (if using). Mix well to combine.

Pat the chicken thighs dry with paper towels. Drizzle with olive oil and rub to coat evenly. Sprinkle the dry rub generously over both sides of each chicken thigh, massaging it into the meat.

Place the seasoned chicken in a shallow dish or zip-top bag. Refrigerate for at least 30 minutes, or up to 4 hours, to allow the flavors to meld. If marinating longer, ensure it's in an airtight container.

Preheat your grill to medium-high heat (about 400-450°F / 200-230°C). Clean the grill grates thoroughly and lightly oil them to prevent sticking.

Place the chicken thighs on the preheated grill. Close the lid and cook for 5-7 minutes per side, or until the internal temperature reaches 165°F (74°C). The chicken should have nice grill marks and be cooked through.

During the last 5-7 minutes of cooking, begin basting the chicken generously with your BBQ sauce. Flip and baste the other side, repeating every 2-3 minutes until the sauce is sticky, caramelized, and the chicken is fully cooked (165°F / 74°C). Be careful not to apply the sauce too early, as the sugars can burn.

Remove the chicken from the grill and let it rest on a cutting board or plate for 5 minutes before serving. This allows the juices to redistribute, ensuring tender and moist chicken.