Preheat the oven to 375 degrees F (190 degrees C). Spray a 9x13-inch baking dish with cooking spray.
Arrange chicken, skin-side up, in the prepared baking dish, leaving a bit of room between each piece. Drizzle chicken with Worcestershire sauce and liquid smoke, then sprinkle with chili powder, cumin, garlic powder, thyme, oregano, salt, and pepper. Cover with aluminum foil.
Bake in the preheated oven until no longer pink at the bone and the juices run clear, 1 to 1 1/2 hours. An instant-read thermometer inserted near the bone should read 165 degrees F (74 degrees C).