In a large bowl, combine the cubed chicken thighs, oil and seasonings. Toss to evenly to coat the chicken well.
Working one skewer at a time, thread the chunks of chicken until about 1/2- 3/4ths of the skewer is filled. In a medium bowl, combine the mayonnaise, Thai sweet chili sauce, Sriracha, and lime juice. Mix well. This will make about 1.5 cups bang bang sauce.
Pour half of the sauce into a separate bowl and set aside to use after the chicken has been cooked (for dipping and glazing!). Add the chicken skewers to a baking sheet. Use the rest of the sauce to brush evenly over the chicken, be sure to get in between as well.
For The Grill. Thread the seasoned chicken onto the skewers. Brush the skewers with one of the portioned sauces. Grill over medium-high heat for 15-20 minutes, turning often or until the chicken reaches an internal temperature of 165°F. Turn the skewers often* continue to brush with sauce until it's gone and the chicken is caramelized.
For the Air Fryer: Add the skewers to the basket of your air fryer in a single layer. (Depending on the size of the air fryer, you may have to work in batches.) Air fry at 400°F for 10-12 minutes, flipping halfway. Chicken will be fully cooked when it reaches an internal temperature of 165°F. Transfer the skewers to a plate and drizzle or brush with the reserved bang bang sauce and a drizzle of hot honey (if using). Serve immediately.