For the red Guajillo sauce
1. Remove the stems, seeds, and veins from the chillies. Discard.
2. Peel the cloves of garlic. Chop the cilantro - you can use the stems. Put all the ingredients in a saucepan.
3. Add just enough water to cover the ingredients (about 4 cups). Bring the water to a boil then reduce the heat to low. Simmer for 1 minute then turn off the heat.
4. Allow the ingredients to soak for 15 minutes. The dried chillies will reconstitute in this time.
5. Pour all of the ingredients including the soaking water into the blender. Blend until smooth, about 2 minutes. Add a little water if needed to blend.
6. Strain the mixture back into a bowl. Discard the paste that remains in the strainer.
7. Heat 2 tablespoons of cooking oil in your saucepan over medium heat then add the strained salsa. Turn the heat to low.
8. Simmer the salsa for 30 minutes until it thickens. The salsa will darken in colour during this time.
For the dish
1. Mix Red Guajillo salsa, oil, lime juice, garlic, and the rest of the spices in a large bowl. Season with salt.
2. Add the chicken thighs and toss well, making sure they are all covered in the sauce. Cover the bowl with a plastic wrap. Marinate for at least 2 hours or overnight in the refrigerator.
3. Adjust oven rack to lowest position and heat oven to 450 degrees. Line a baking sheet with aluminium foil and grease with vegetable oil or spray oil.
4: Remove the chicken from the marinade. Place chicken thighs with the skin side up on the baking sheet. Bake for 30-35 minutes, or until an instant-read thermometer register 165F when inserted near the bone.