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Step 1
Trim any excess fat off the chicken thighs. (If you like, you can also cut away the small dangling piece on one side to allow the thigh to fit the bun better, but don’t discard the piece—marinate and grill it as a snack.)
Step 2
Place the chicken in a bowl or zip-top bag. Add the entire contents of the can of jalapeños and toss to coat. Refrigerate for at least 4 hours and up to 24 hours. The longer you marinate it with the peppers, the more intensely flavored the chicken will be.
Step 3
When ready to cook, preheat the Traeger with the lid closed to 400°F; this will take at least 15 minutes.
Step 4
Meanwhile, place a wire rack on a rimmed baking sheet. Transfer the thighs skinned side up to the rack. If you like, add some of the jalapeños to the rack as well. Sprinkle with Meat Church Dia de la Fajita seasoning. Let rest while the grill heats up to let the seasoning adhere.
Step 5
Combine the butter and hot sauce in a medium saucepan and cook over medium heat until the butter is melted.
Step 6
Holding a wireless leave-in meat thermometer like MEATER® parallel to your work surface, insert it into the middle of the thickest side of the thickest thigh. Transfer just the rack (not the baking sheet) to the Traeger. Close the lid and cook, flipping the chicken occasionally and basting with the butter mixture after each flip, until the chicken is charred in places with an internal temperature of at least 165°F to 175°F, 30 to 40 minutes total. The time will vary depending on the size of the thighs, your grill, and the weather and thigh.
Step 7
Spread some mayonnaise on the cut sides of the rolls and toast on the grill briefly.
Step 8
Place cheddar slices over each chicken thigh and cook until melted.
Step 9
Serve the chicken on the toasted buns with the toppings of your choice. Enjoy!