In a pie plate, 8x8-inch square baking dish, or other wide, shallow dish, combine the flour, cornstarch, paprika, garlic powder, onion powder, dried oregano, salt, black pepper and cayenne pepper. Whisk until well combined.
Whisk the buttermilk and eggs together in a medium bowl.
Coat each chicken piece first in the flour mixture, then in the buttermilk mixture, and then in the flour mixture a second time. Gently shake off any excess flour or buttermilk each time you coat the chicken.
Spray all sides of the chicken pieces with the oil spray, until no more dry flour is visible. I find the easiest way to do this is to place the chicken pieces in the air fryer basket, spray one side, and then flip them over and spray the other side. Make sure that the chicken pieces are in a single layer in the air fryer basket and that chicken thighs are skin side down. (Cook in batches if needed to fit the chicken in a single layer.)
Air fry at 370° F for 15 minutes, then flip the chicken pieces over and cook for 8-15 more minutes, until chicken is crispy and cooked to at least 165° F at the thickest part away from the bone. Serve immediately.