In this recipe for gai yang, or thai grilled chicken, the chicken marinade is enriched with a little coconut milk, which keeps the meat moist during grilling. Prepare the sweet-and-spicy dipping sauce the day you want to use it, because it loses freshness quickly. If you prefer to use chicken breasts instead of thighs and drumsticks, use 3 bone-in breast halves and cut each in half crosswise for 6 servings total.