Heat the oven to 425°F. Rub chicken thighs with oil, salt and pepper and arrange in a small roasting pan. Roast for 22 to 28 minutes until the thickest centers reach 165°F.
Meanwhile, toast chopped pecans in a dry skillet over medium-low heat for 3 to 4 minutes, stirring often, then transfer to a plate to cool.
Cut the cooked chicken into 1/2-inch pieces and spread in a shallow container. Refrigerate promptly for about 60 minutes until 40°F or colder; this chilling period is included in prep time.
Stir yogurt, mayonnaise, orange zest and vinegar together. Fold in cold chicken, cranberries and cooled pecans until lightly coated.
Place one dry lettuce leaf on each croissant bottom and divide the chicken salad among them. Close with the tops without pressing flat.
Serve cold or keep refrigerated at 40°F or below, transporting with ice packs.