Not the right way or wrong way, but here is how I do mine. My Marshall is at 275-300, cook thighs for about 1 - 1 1/2 hrs to an internal temp of 140-145. Take out of smoker. place in aluminum pan and cover with sauce of your choice. Cover with foil and let steam in your BBQ bath for about 15-25 minute to an internal of 160-165. Remove from pan, place back on smoker for about 10 min or so to allow sauce to set. If you do not want BBQ Sauce on your chicken, you can just add a good dose of parkay margarine in your aluminum pan and let it swim in that for awhile.
Darin