Make the marinade: Whisk together coconut milk, soy sauce, fish sauce, brown sugar, grated ginger, grated garlic, minced lemongrass, turmeric, coriander, cumin, and white pepper in a large bowl until combined. The marinade should be fragrant and golden.
Slice the chicken thighs lengthwise into 1-inch wide strips. Add to the marinade and toss until every piece is coated. Cover and refrigerate for at least 30 minutes, or up to 8 hours. The longer it sits, the deeper the flavor penetrates. While the chicken marinates, soak the bamboo skewers in water for 30 minutes so they don't burn on the grill.
Thread the chicken strips onto the soaked skewers, weaving the skewer through each strip in 2-3 places so the meat lays flat and stays secure. Leave about 2 inches of exposed skewer at the bottom as a handle. You should get 12 skewers.
Make the peanut sauce: Combine peanut butter, coconut milk, soy sauce, lime juice, honey, rice vinegar, sriracha, sesame oil, and grated garlic in a bowl. Whisk until smooth. Add warm water a tablespoon at a time until the sauce reaches a thick but pourable consistency — it should coat the back of a spoon but drip slowly off. Taste and adjust salt, lime, or sriracha. Transfer to a dipping bowl.
Grill the skewers: Heat a grill, grill pan, or cast iron skillet over high heat. Brush the grates lightly with neutral oil. Lay the skewers across the heat and cook for 3-4 minutes per side until the chicken is charred at the edges, caramelized from the marinade sugars, and cooked through (internal temp 165°F). The turmeric in the marinade creates a gorgeous golden color as it chars.
Plate immediately: Arrange the skewers on a platter or wooden board. Sprinkle with crushed roasted peanuts, chopped cilantro, and sliced Thai chili if using. Serve with the peanut dipping sauce, lime wedges, and cool cucumber slices on the side. Let people grab skewers and dunk — this is hands-on, no-fork-needed eating.