Combine the mayonnaise, avocado oil, brown mustard, lemon juice, thyme, salt, and pepper in a small bowl.
Arrange the chicken thighs in a shallow dish and pour the marinade over them.
Refrigerate the chicken for 2 to 4 hours.
Set the chicken on a wire rack over a baking sheet and let the excess marinade drip off for 15 minutes.
Preheat the air fryer to 400°F.
Place the chicken thighs skin-side down in the air fryer, working in batches.
Cook the chicken for 8 minutes.
Flip the chicken and cook for an additional 8 minutes, or until the internal temperature reaches 160°F.
Let the chicken rest for 5 to 10 minutes before serving.