In a bowl, combine all the marinade ingredients.
Place each chicken thigh between two sheets of baking paper. Using the flat side of a meat mallet or rolling pin, gently flatten the thighs to an even thickness.
Add the chicken thighs to the marinade, turning to coat well. Cover and refrigerate for about 1 hour.
Finely chop half of the mushrooms. Reserve the remaining mushrooms for cooking with the chicken.
Heat a small amount of oil in a frying pan over a medium heat. Cook the chopped mushrooms until they release their moisture.
Add the garlic and grated courgette and cook for a further 2 minutes. Stir in the parsley, soy sauce and mirin.
Continue cooking until most of the liquid has evaporated. The mixture should be soft and moist but not wet. Remove from the heat and leave to cool.
Remove the chicken from the marinade, reserving the marinade for later.
Divide the mushroom mixture between the chicken thighs. Fold and roll the thighs around the filling, securing with cocktail sticks or small skewers.
Place the reserved whole mushrooms in a silicone basket or suitable air fryer dish. Arrange the stuffed chicken thighs on top.
Pour over the reserved marinade and add a splash of extra soy sauce if desired. Sprinkle with the sesame seeds.
Air fry at 180°C for 18–20 minutes, turning once or twice during cooking, until the chicken is cooked through and reaches an internal temperature of 75°C.
Leave to rest for a few minutes before serving.
Serve the chicken with the mushrooms and the cooking juices spooned over the top.
Oven Method: Arrange the mushrooms and stuffed chicken thighs in a roasting dish, pour over the marinade and roast at 200°C (180°C fan) for 25–30 minutes, or until the chicken reaches 75°C internally.