Preheat a 6-quart air fryer to 390°F for 3 minutes. Pat thighs dry, unfold them and trim loose fat.
Mix Dijon and mayonnaise in one shallow bowl and panko, thyme, salt and pepper in another. Coat thighs thinly with mustard mixture, then press into crumbs.
Brush the basket lightly with 1 teaspoon oil. Arrange 2 thighs in one layer and dab their coating with about half the remaining oil, covering dry crumb patches.
Air fry for 8 minutes, turn carefully and cook for 7 to 9 minutes more until golden and at least 165°F in the thickest part. Transfer to a rack, uncovered.
Repeat with remaining thighs and oil. Rest the final batch for 3 minutes and serve one thigh per person.