In a large bowl, stir harissa, lemon juice, oil, cumin, salt, paprika, and coriander. Pour ⅓ cup marinade into another container and set aside. Add chicken to remaining marinade and toss to coat. Cover and refrigerate at least 45 minutes or up to 2 hours.
Prepare a grill for medium-high heat; preheat 5 minutes. Lightly brush grates with oil.
Remove chicken from marinade and grill, turning once and brushing with reserved ⅓ cup marinade, until cooked through and an instant-read thermometer inserted into thickest part registers 165°, 8 to 10 minutes (these thighs are very forgiving; you can continue to grill until fat renders and thermometer registers 175° to 180°, if desired).
Transfer chicken to a plate and sprinkle with cilantro. Serve with lemon wedges alongside.
