Puree the lemongrass, shallot, garlic, chili, fish sauce, sugar, oil, soy sauce, and salt in a mini chopper, or food processor, until smooth. Alternatively, chop the lemongrass, shallot, garlic, and chili by hand then combine with the rest of the ingredients.
Place the chicken in a large bowl, or ziploc bag, and toss with marinade until all the chicken pieces are evenly coated. Let the chicken rest in the marinade while you heat up the grill to medium-high. You can also use this time to prepare any other sides or sauces.
When ready, grill the chicken, turning once after about 6 minutes, or when you see some nice grill marks. Continue cooking until the chicken is cooked through, for another 6-7 minutes. Note that if your chicken thighs are very small or thin, you should reduce the cooking time by a few minutes.
Transfer chicken to a platter. Serve with lime wedges and garnish with sliced scallions, if you wish.