Place the chicken thighs, beans, chilies, onion, garlic, cumin, chili powder, pepper, salt, chicken broth, and coconut milk in a crock pot. Cook on HIGH for 5-6 hours, or until chicken is very tender.
Remove the chicken and place in a bowl. Lightly shred with a fork.
Place the cornstarch in a small bowl and slowly whisk in the ½ C. water to make a smooth, lump-free mixture. Stir the mixture into the chili in the crock pot.
Add the chicken back into the chili and stir to distribute. Let cook for another 30 minutes. Soup should thicken up.
Add the cilantro to the soup just before serving and check the seasonings, adding more salt or pepper if desired.
Top with a squeeze of lime juice.