In a small bowl, combine the chili powder, cumin, garlic powder, salt, pepper, and cayenne pepper.
Pat the chicken dry with paper towels. Rub the chicken with the avocado oil and sprinkle both sides evenly with the spice mixture.
Place the chicken in an air fryer safe dish. Spoon the salsa on each of the chicken thighs and add remaining salsa to the dish.
Place the dish in the air fryer basket and cook at 400˚F/204˚C for 12-16 minutes, or until chicken registers 175˚F/79˚C. Flip halfway through cooking, if desired.
Let the chicken cool slightly, then shred or chop into bite-size pieces.
Add the chicken and salsa to a large bowl. Mix together with the refried beans.
Assemble the chimichangas by laying out a tortilla and spooning about 1 ⅓ cups of the filling on the tortillas. Add about ¼ cup of cheese on top of the filling.
Wrap the tortillas into a secure and tight chimichanga
Place two of the chimichangas in a lightly sprayed air fryer basket, seam side down. Lightly spray the tops of the chimichangas with oil.
Cook the chimichangas in the air fryer for 6-10 minutes at 360°F/182°C, or until it reaches desired crispiness. Repeat with remaining chimichanga filling.