In a clean bowl, add the following - cayenne pepper, Kashmiri red chilli powder, cumin powder, garam masala, black pepper powder, salt, and distilled white vinegar. Mix well with a spatula to make the marinating paste.
Place the chicken thighs into the bowl and using your hands, coat the chicken thighs with the paste. Cover the bowl with a cling wrap and marinate in the refrigerator for 2-3 hours.
After marination, when you are ready to shallow fry the chicken thighs, make the coating by mixing coarsely ground oats, cornstarch, salt, and pepper.
Heat oil in a large skillet on medium heat.
Coat the marinated chicken thighs with the oasts coating mixture by gently pressing the mix onto the surface of the chicken thighs. Shake off the excess. Place the coated chicken thighs on to the skillet once the oil is hot. Repeat with the rest o the chicken thighs.
Cook on each side until browned and cooked through for about 5-7 minutes on each side or until the internal temperature reaches 165 degrees Fahrenheit.
Once cooked, transfer to a serving plate.
Serve hot garnished with finely chopped cilantro or parsley.