Preheat oven to 400ºF/200ºC.
Prep chicken. Place the chicken thighs in a medium bowl then drizzle 1-2 tablespoons of olive oil over the top along with smoked paprika, garlic powder, onion powder, kosher salt, and black pepper. Toss well until the chicken is evenly coated then transfer to an oven safe skillet or baking dish.
Prep sweet potatoes. Add the cubed sweet potato to a rimmed baking sheet. Toss with olive oil and season to taste with kosher salt and freshly ground black pepper. Toss to combine then spread into an even layer.
Roast. Place the sweet potatoes and chicken in the oven. Cook the chicken for 30 minutes. Cook the sweet potatoes for 30-35 minutes stirring them half way through.
Make the sauce. Combine mayo, lime zest, lime juice, chili powder, smoked paprika, kosher salt, and cayenne pepper in a bowl until combined. Season to taste with more salt if needed. Set aside.
Season and sauté corn. Heat a large skillet over medium-medium high heat with olive oil. Once hot, add the corn kernels, smoked paprika, garlic powder, onion powder, kosher salt, and black pepper. Cook for a few minutes, stirring occasionally, until the corn has a nice char and is evenly browned. Add the diced shallot and jalapeno (if using) in the last minute of cooking. Remove from the pan.
Assemble. Assemble the bowls by adding a layer of roasted sweet potatoes, roasted chicken, charred corn, and a drizzle of sauce over the top. Garnish with crumbled feta or cilantro if desired.