In a mixing bowl, combine the olive oil, minced garlic, salt, black pepper, cayenne pepper, lemon juice, and Parmesan cheese. Stir well to create a flavorful marinade that will coat the chicken.
Place the bone-in chicken thighs into the bowl with the marinade. Use your hands or a spatula to ensure each piece is evenly coated. Allow the chicken to marinate for at least 15 minutes for maximum flavor.
Preheat your air fryer to 400°F (200°C). This step is crucial for achieving that perfectly crispy exterior.
Once the air fryer is preheated, arrange the marinated chicken thighs in a single layer in the air fryer basket. Cook for about 20-25 minutes, flipping halfway through, until the chicken is golden brown and the internal temperature reaches 165°F (74°C).
Remove the chicken from the air fryer and let it rest for a few minutes. Sprinkle with chopped parsley for color and serve with lemon wedges on the side for an extra burst of flavor.