Pat chicken dry with paper towels. Mix ingredients for spice rub and sprinkle over chicken. Rub into chicken evenly.
Preheat grill to medium-high heat.
While the grill is preheating, make the sauce. Combine juice, tequila, hot honey, brown sugar and paprika in a large saucepan. Whisk together until well mixed. Cook over medium-high heat until starting to thicken, about 10 minutes, whisking frequently.
In a small bowl, combine cornstarch and water until well blended. This is called a slurry. Whisk slurry into boiling sauce. Cook until thick, about 1 minute. Remove from heat.
Coat grill with cooking spray. Grill chicken for about 6 minutes per side. Using a grill brush, coat sauce on both sides of chicken and cook for 1 minute, or until starting to char. Remove from heat and place on a plate. Cover with foil. Rest for 10 minutes. Serve with a sprinkling of minced cilantro, if desired.