Chop the chicken thighs into 1-inch/2.5 cm pieces. In a mixing bowl, combine the chicken with olive oil, paprika, cumin, smoked paprika, salt, pepper, and cayenne. Toss well to coat, then set aside to marinate while you prepare the toppings.
Preheat the oven to 425°F (220°C).
Slice the onion and halve the jalapeños lengthwise. Arrange them on a small baking sheet, drizzle with olive oil, and season with salt. Roast for 12 to 15 minutes, until lightly charred, or broil for 5 to 6 minutes, watching carefully to prevent burning.
Transfer the roasted vegetables to a blender or food processor. Add the avocado, lime juice, cilantro, salt, and pepper. Pour in ¾ cup/180 milliliters water and blend until smooth. Add more water as needed to reach your desired consistency. Taste and adjust the seasoning.
In a large bowl, combine the shredded cabbage, mayonnaise, lemon juice, salt, and pepper. Use your hands to massage the cabbage until slightly softened and evenly coated.
Heat a large nonstick skillet or cast-iron pan over medium heat. Add a drizzle of olive oil and the marinated chicken. Cook for 10 to 12 minutes, flipping every few minutes, until browned and cooked through. In the final minutes, add 1 to 2 tablespoons of water to deglaze the pan and loosen any flavorful browned bits.
Warm the tortillas in a dry skillet or directly over a gas flame until soft and pliable. To assemble, layer each tortilla with cabbage slaw, chicken, and avocado salsa. Finish with a squeeze of lime juice and a sprinkle of fresh cilantro, if desired.