I am marinating chicken thigh with salt, pepper, paprika and oinon powder. Some video I've seen on the internet use oil to mix in the spices, and some don't. I just sprinkle the spices on and call it a day.
How would it be better to add in oil as well to the marinate?
Marinades are a surface treatment and are usually liquid. Without liquid, you have what is called a "rub" (also a surface treatment). When including oil, the spices flavor and are carried by the oil, which could be beneficial. On the other hand, you might consider how you are cooking the chicken. On a grill, excess oil can flare up excessively and cause burning and off flavors. If cooking in the oven or on stove, the extra oil might help browning. If you choose to use oil, I wouldn't coat the chicken first, as suggested in your question. I would mix the spices, herbs, and oil, than coat the chicken in that.
