To make the barbecue sauce: In a small saucepan over medium heat, add butter and onions. Cook until onions are tender. Add garlic and cook for another minute until fragrant. Add remaining ingredients and bring to a low simmer. Let cook for about 15 minutes or until sauce thickens up, stirring occasionally. Remove from heat and set aside for later use.
Season chicken thighs with salt, pepper and oil on all sides. Heat your grill to medium-low heat. Once the grill is nice and hot, place the chicken thighs on smooth side down. The key to juicy and tender chicken is to grill them low and slow. Turn the chicken thighs over every 3-4 minutes. Continue this process until chicken juices run clear and the internal temperature is between 165-170 degrees. Baste the chicken thighs with the homemade spicy bbq sauce during the last few turns.
If you don't have Sambal Oelek, you can substitute sriracha.