Preheat the oven to 180 degrees Celsius or 350 degrees Fahrenheit. Put the chicken thighs in a bowl with the paprika, garlic, a drizzle of olive oil and some salt and pepper and toss to coat.
Tip the chicken into a roasting tin, cover with foil and roast for 45 minutes. Remove the skins and shred the meat into a bowl. Mix with the cream cheese and season to taste.
For the pastry, bring the stock to the boil in a large saucepan, season and gradually whisk in the flour. Cook for 2 to 3 minutes, stirring continuously, until the mixture comes together to form a stiff dough.
Transfer to a bowl, cover with clingfilm and chill for one hour. To shape the coxinhas, dust your hands with flour, take a golf ball-sized piece of dough and roll into a smooth ball. Use your thumb to hollow out the centre then add a tablespoonful of the chicken filling.
Press the dough closed around the filling then pinch and roll the top to make a chicken drumstick shape. Repeat with the remaining dough and filling. Toss each coxinha in flour, then dip in egg, then coat in breadcrumbs and lay on a baking sheet lined with greaseproof paper.
Refrigerate for 30 minutes until firm. Heat the oil for deep frying to 160 degrees Celsius or 325 degrees Fahrenheit.
Fry the coxinhas in batches for 5 to 6 minutes until golden brown then drain on kitchen paper. Season with sea salt whilst still warm.
Meanwhile, combine the salad ingredients in a bowl and season to taste. Serve the warm coxinhas with the salad.