Preheat the oven to 400 degrees F (200 degrees C). Spray a 9x13-inch baking pan or roasting dish with avocado oil.

Stir egg, garlic, salt, and pepper together in a wide shallow bowl until well combined. Combine panko and Parmesan cheese on a plate.

Pat chicken thighs dry with paper towels. Dip each thigh into the egg mixture, then place on the panko mixture and cover both sides with crumbs, shaking off any excess. Transfer to the prepared pan in a single layer, and spray the tops lightly with avocado oil.

Bake in the preheated oven until no longer pink in the center and the juices run clear, 25 to 35 minutes. An instant-read thermometer inserted into the thickest part of each thigh should read at least 165 degrees F (74 degrees C).