Combine shio koji and soy sauce in a bowl or measuring cup.
Season both sides of the chicken thigh with freshly ground black pepper.
Pour the shio koji mixture and coat the chicken well on both sides. Cover and let it marinate in the refrigerator for 30 minutes (minimum) to 3 hours.
Remove the shio koji as much as possible and transfer it to a baking sheet lined with parchment paper.
If you have the oven temperature probe, insert the stem of the probe into the thickest part of the chicken, or in the center of the chicken if it is even in thickness.
Bake at 350 ºF (180 ºC) until the internal temperature of the chicken reaches 165 ºF (74 ºC), roughly 25 minutes.
When the internal temperature is close to165 ºF (74 ºC), change the oven setting from Bake to Broil. Broil the chicken until the skin has nice char, about 3-5 minutes (depending on how far the chicken is from the heat source). Remove from the oven.
Cut the chicken thigh into 4 pieces (if you eat with chopsticks) and serve immediately.