Make the marinade: Puree all marinade ingredients, except the chicken, in a food processor until smooth and pour over the chicken thighs. Marinate for 48 hours.
Make the sauce: Heat 3 cups of the oil in a medium saucepan over medium-high heat until it reaches 350°F. Drop in the peanuts and fry until they just begin to take on color. Remove the peanuts with a slotted spoon and drain in a colander. When cool enough to handle, grind them in a mortar and pestle and set aside.
Purée the chiles, garlic, shallots, lemongrass, coriander, fennel, cumin, candlenut, and belacan in a food processor until a very fine paste forms.
Heat the remaining 2 Tbs. oil in a medium saucepan over medium-high heat.
Add the paste and cook, stirring frequently, until fragrant and beginning to sizzle, 2 to 4 minutes. Pour in the peanuts, coconut milk, and palm sugar and bring to a simmer. Add tamarind and continue to simmer for about 5 minutes. Let cool, season to taste with salt, and pour into small dipping bowls.
Make the basting liquid: Heat a skillet over medium-high heat. Add the chiles and toast until dark but not black. Transfer to a blender and blend them with the oil. Set aside.
Combine all basting liquid ingredients in a medium saucepan and bring to a simmer over medium-high heat. Reduce the heat to low and keep warm for basting.
Separate the chicken skins from the thighs and cut the skins into 9 pieces. Cut the thighs into 12 pieces of the same size. Thread 4 pieces of chicken and 3 pieces of skin onto each skewer, leading with the chicken meat and alternating with the skin. Refrigerate until ready to cook and up to 2 days.
Heat a gas or charcoal grill to medium-high heat. Just before cooking, brush the chicken with the basting liquid. Grill the chicken skewers, flipping once and brushing once or twice with the basting liquid, until cooked through, 6 to 7 minutes