For the sauce, in a small saucepan over a medium heat, add the butter and onions, cooking until tender. Add the garlic and continue to cook for another minute until fragrant. Add the remaining ingredients and bring to a low simmer.
Cook for around 15 minutes or until the sauce has thickened. Remove from the heat and set aside.
Season the chicken thighs with salt, pepper and oil. Heat your grill to a medium low heat. Once hot, place the chicken thighs onto the grill, smooth side down.
Turn the chicken thighs every 3 to 4 minutes until the chicken juices run clear and the internal temperature of the chicken is around 70 degrees. During the last few turns, baste the thighs with the sauce.