Place chicken thighs, one at a time, between 2 sheets of parchment paper and flatten with a mallet.

Combine bread crumbs, salt, and black pepper in a shallow bowl. Place flour in a separate shallow bowl and beaten egg in a third shallow bowl. Dip chicken thighs first in flour, then in beaten egg. Finally, coat with seasoned bread crumbs.

Preheat an air fryer to 375 degrees F (190 degrees C).

Place breaded thighs in the air fryer basket, making sure they are not touching; work in batches if necessary. Mist with avocado oil and cook for 6 minutes. Flip each thigh, mist with oil, and cook an additional 3 to 4 minutes.