Add the cumin, paprika, oregano, salt, pepper, garlic, olive oil, lemon zest and lemon juice to a gallon zip-top bag. Squish it around until combined, then add the chicken and toss to coat. Remove all air from the bag, seal, then let marinate in the refrigerator for at least 4 hours and up to 36 hours.
About 30 minutes before you're ready to cook the chicken, remove it from the fridge and preheat the oven to 425 degrees. Line a sheet pan with parchment paper, then place the sweet potato wedges, olive oil, salt and pepper on top. Toss around until evenly coated, then arrange in a single layer so they're all cut-side (flat side) down.
Roast sweet potatoes for 20 minutes, then flip and cook for another 20 minutes on the other side. After the first 20 minutes, preheat your grill.* (see note for grilling alternatives)
Make the green sauce by combining the cilantro, jalapeño, garlic, olive oil, lime juice, salt and mayonnaise in a blender or food processor. I added the ingredients to a pint sized wide-mouth mason jar and used an immersion blender so that I could store the sauce right in there. Blend on high until the mixture is nice and smooth. Taste and adjust seasoning as needed, then cover and refrigerate until serving.
Make the salad by mixing together the cucumber, scallions, lime juice, olive oil, salt and cilantro in a medium bowl. Add the avocado and gently toss to combine, being carful not to break up the avocado too much (but if it does, no biggie). Set aside.
Remove the chicken thighs from the marinade, but don't wipe any off. Grill over medium-high heat until cooked through and charred in spots, about 4-5 minutes on each side. Cover the chicken and let rest until ready to serve.
Remove the sweet potatoes from the oven, transfer to a serving bowl or platter, then sprinkle with sea salt.
Serve chicken with green sauce, sweet potato wedges and avocado cucumber salad on the side.