Heat oven to 425°F. Rub thighs with oil, salt, and pepper; arrange in a small roasting pan. Roast 22 to 28 minutes until thickest centers reach 165°F.
Meanwhile, toast chopped pecans in a dry skillet over medium-low 3 to 4 minutes, stirring often. Cool on a plate.
Cut chicken into 1/2-inch pieces; spread in a shallow container. Promptly refrigerate about 60 minutes until 40°F or colder; chilling is included in prep time.
Mix yogurt, mayonnaise, orange zest, and vinegar. Fold in cold chicken, cranberries, and cooled pecans to coat lightly.
Place one dry lettuce leaf on each croissant bottom; divide salad among them. Close without flattening.
Serve cold or refrigerate at 40°F or below; transport with ice packs.