Sprinkle the chicken thighs generously with salt and pepper. Lightly oil the grill grates. Grill the chicken until grill marks appear and an internal temperature of 170 degrees F, about 15 minutes per side.
While the chicken cooks, make the sauce: Heat the vegetable oil in a small saucepan over high heat. Add the ginger and garlic and cook until soft, 1 to 2 minutes. Add the ketchup, hoisin, sherry, sesame oil, soy sauce and chili garlic sauce. Whisk until smooth and bring to a boil. Remove from the heat and let cool.
Brush the chicken thighs with about 1/2 cup of the sauce several times in the last 5 minutes of cooking time. Serve the chicken with the extra sauce and with cooked broccoli and white rice.
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