Preheat the oven to 400°F (200°C).
In a bowl, mix the yogurt, olive oil, minced garlic, lemon juice, cumin, salt, and pepper to create the marinade.
Add the chicken thighs to the bowl and coat them thoroughly with the marinade. Let them sit for at least 15 minutes, or up to overnight in the fridge.
Arrange the marinated chicken thighs in a baking dish, skin side up, making sure not to overcrowd them.
Bake the chicken for 35-40 minutes, or until the internal temperature reaches 165°F (75°C).
While the chicken is baking, prepare a quick garnish by chopping fresh parsley.
Remove the chicken from the oven and let it rest for 5-10 minutes before serving.
Serve the chicken with the reserved yogurt sauce on the side, and garnish with fresh parsley if using.