Step 1) Combine oil, soy sauce, lime juice, garlic, cumin, paprika, oregano, salt and pepper in a 1-gallon resealable plastic freezer bag. Add chicken thighs, turning to coat. Refrigerate and marinate at least 30 minutes.
Step 2) Remove chicken from marinade and discard any remaining marinade. Grill over direct high heat for 8 to 10 minutes, turning once.