First make the dill Greek yogurt sauce. Combine the minced garlic, fresh dill, yogurt, olive oil, lemon juice and cayenne pepper in a food processor. Run the food processor until all the ingredients are well blended and a smooth thick sauce or dip develops. Test and add salt if needed. Transfer to a small bowl or container, cover and refrigerate.
In a small bowl, mix together the minced garlic, spices and 3 tbsp olive oil. Pat the chicken thighs dry and rub each with the garlic-spice mixture.
Place the spiced chicken thighs in a large dish on a bed of sliced red onions with lemon juice and the remaining 2 tbsp olive oil. Cover and refrigerate for 2-4 hours or overnight.