Whisk paprika, brown sugar, chili powder, garlic powder, and pepper in a small bowl
Combine chicken and lemon juice in a large bowl toss to coat. Sprinkle with salt and 4 Tbsp of seasoning
Cover and let chill at least 2 hours
Heat 1 Tbsp of oil in a medium saucepan . Cook onion and garlic
Add brown sugar; cook, stir constantly, until sugar turns darker, about 2 minutes
Add remaining 1 Tbsp. seasoning; cook and stir
Add ketchup; cook and stir until darkened in color, about 2 minutes.
Stir in vinegar, molasses, mustard, and Worcestershire sauce
Transfer to a blender and purée until smooth
Prepare a grill for medium indirect heat
Grill chicken over direct heat, turning every minute, until browned on all sides, about 5 minutes
Grill turning every 5 minutes , until an instant-read thermometer inserted into the thickest part of thighs registers 140°–145°, 18–25 minutes
Uncover grill and continue to grill, add the remaining sauce and turn occasionally, until thermometer reads 165, about 10 minutes