For marinade, combine curry paste, curry powder, salt, white sugar, brown sugar, fish sauce, and coconut milk in a bowl. Stir until smooth and set aside.
Cut chicken thighs into approximately 1-inch pieces, and transfer into the marinade. Mix thoroughly, then wrap and refrigerate for at least 2 hours or up to overnight before grilling.
For peanut sauce, add peanut butter, coconut milk, garlic, brown sugar, fish sauce, soy sauce, lime juice, sesame oil, and Sriracha to a bowl and whisk thoroughly together. Add water if desired to thin the sauce. Taste for seasoning, and adjust if necessary. Wrap and refrigerate until needed.
Once chicken is marinated, skewer chicken pieces so that the meat is touching, but not pressed tightly together.
Prepare a charcoal grill. Charcoal should be ashy white and very hot. Brush the grates lightly with oil.
Grill chicken over charcoal until chicken firms up and springs back to the touch, 4 to 5 minutes per side. An instant-read thermometer inserted into the center should read at least 165 degrees F (74 degrees C).