Drying out comes from overcooking.
You can use the WSM if you wish or you can use your grill, instead cooking them at more moderate temps, indirectly, so as to prolong the cook a bit and allow the fat to render more. You can cook till done this way, or you can finish over direct heat for a few minutes per side.
Alternatively, you can cook gently (in the grill or smoker) for a while, then place in a pan or already heated sauce, placing the pan in the grill or cooker and allowing the thighs to simmer gently. The sauce transfers heat effectively, cooking them through, but also maintains moisture in the meat longer (as long as you don't simmer too long), allowing for a longer cook as well.