Preheat the oven to 375°F (190°C).
Season the chicken thighs with kosher salt and black pepper on both sides.
Heat 1 tablespoon olive oil in a large oven-safe skillet over medium-high heat. When hot, add the chicken and sear 2 minutes per side until browned.
Cover the skillet and transfer it to the preheated oven; roast 15–20 minutes until the chicken reaches 165°F (74°C). Keep any pan juices in the skillet.
While the chicken cooks, make the pico: combine quartered grape tomatoes, finely diced red onion, chopped cilantro, lime juice, and a pinch of salt and pepper in a bowl; set aside.
Combine the cumin, smoked paprika, chile powder, garlic powder, and onion powder in a small bowl.
When the chicken is done, place it in a mixing bowl (reserve juices). Use an electric mixer on low (or two forks) to shred the chicken briefly, about 30–60 seconds.
Add the spice mixture to the shredded chicken and mix on low for 1–2 minutes until evenly combined.
Return the shredded, spiced chicken and any reserved pan juices to the skillet and toss to coat so the chicken remains moist.
To assemble each taco, heat a clean nonstick skillet over medium-low. Sprinkle about 1/2 ounce (about 2 tablespoons) grated cheddar in the skillet and place one tortilla directly on top of the cheese so it begins to melt.
Add another 1/2 ounce of cheddar on the tortilla, then top with a spoonful of the shredded chicken and a bit of the pico.
Cook until the cheese on the bottom is golden and crispy, then gently fold the tortilla in half and transfer to a plate. Repeat with remaining tortillas and fillings.
Serve the tacos with extra pico and a squeeze of lime, if desired.