Heat the avocado oil in a saucepan over medium-high heat and cook the shallot until translucent.
Add the remaining glaze ingredients and heat through, mixing well, then set aside.
Rub the chicken with the coconut oil until coated and heat any excess coconut oil in a large skillet over medium heat on the stove.
Cook the chicken for about 15 minutes per side, depending on how thick and fatty your cuts are. All the fat should be cooked off, the flesh should start to turn golden-brown, and the chicken should be cooked through.