Preheat the air fryer to 400°F (200°C) for 5 minutes.
In a small bowl, mix smoked paprika, garlic powder, onion powder, salt, and black pepper.
Pat the chicken thighs dry with paper towels. Rub olive oil evenly over both sides of the chicken thighs.
Sprinkle the seasoning mixture evenly over both sides of the chicken thighs, pressing lightly to adhere.
Place the chicken thighs skin-side down in the air fryer basket. Cook for 10 minutes.
Flip the chicken thighs and cook for an additional 10 minutes, or until the internal temperature reaches 165°F (74°C) and the skin is crispy.
While the chicken cooks, toast the sandwich buns in a toaster or on a skillet until golden brown.
Spread 1 tablespoon of mayonnaise on the bottom half of each toasted bun.
Place 2 leaves of romaine lettuce on each bun bottom, followed by 2 slices of tomato.
When the chicken is done, let it rest for 2 minutes, then place one chicken thigh on each prepared bun bottom.
Top with the bun tops and serve immediately.