Blend bell pepper, chiles, garlic, lemon juice, vinegar, oil, paprika, oregano and salt until smooth. Reserve 1/4 cup in a clean covered container in the refrigerator.
Coat thighs with the remaining sauce, cover and refrigerate for 1 hour; the prep time includes marinating. Wash hands and utensils after handling the chiles and raw chicken.
Heat an outdoor grill to about 400°F with direct and indirect areas and clean the grate. Lift chicken from its marinade and discard the used marinade.
Place thighs skin-side up over indirect heat, cover and cook for 30 to 35 minutes. Move to direct heat and grill for 3 to 4 minutes per side until browned and the thickest meat reaches 175 to 185°F, shifting away from flare-ups.
Rest for 5 minutes and spoon the reserved clean pepper sauce over the thighs to serve.