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