I've not done bone in thighs on the grates. You would have to go indirect at some point like you mentioned. I'd probably do my marks first them move them to the cooler side. Or pan them on the cool side to finish.
The grillgrates shine most on short cooks. Think steaks, burgers, dogs, chops, brats, vegetables, etc. Ten minutes total or less in my opinion.
Now boneless/skinless thighs, those are great on the GGs. Open them up, grill, rotate, flip, grill, rotate.