Place the chicken thighs on a cutting board and pound them to an even thickness, then sprinkle them with salt and pepper to taste.
In a medium bowl, mix together the heavy cream and lemon juice. Beat in the egg and hot sauce. Either set the bowl aside or use this mixture to marinate the chicken for 2-8 hours in the refrigerator.
In another medium bowl, mix together the pork rind crumbs, parmesan, paprika and cayenne. Add black pepper to taste. Spread this mixture evenly over a large plate.
Heat the avocado oil in a large cast-iron skillet to approximately 375 degrees. If you didn't marinate the chicken, dip it in the cream mixture and then coat with breadcrumbs, and starting with the largest piece first, place the chicken gently into the oil. Continue with the next largest piece, saving the smallest piece for last. If you marinated the chicken, remove the pieces from the bag, allowing excess marinade to drip off, then coat with crumbs and proceed as above.
Cook the chicken in the oil for 4-5 minutes per side, turning gently with tongs to avoid knocking off the breading. Remove from the pan and put on a plate to allow the chicken to rest.