By the Born rule in Quantum Mechanics, a state's complex wave function $\Psi(x,t) \in L^2$ gives probabilities when we take its complex norm $\overline\Psi(x,t)\cdot\Psi(x,t) = |\Psi(x,t)|^2$. In this case, since I'm using the cartesian spatial wave function, the probability of finding the particle that is in the state $|\Psi\rangle$ in a small region around $x$ at time $t$ is: $$|\Psi(x,t)|^2\,dx$$ Now, say I have the spatial wave function for the ground state of hydrogen, $\psi_{100}(r,\phi,\theta) = \frac{1}{\sqrt{\pi a^3}}e^{-r/a}$, which is given in spherical coordinates (where $\phi$ is measured azimuthally). If I now want to know the probability of finding the particle in a small region around a certain radius, I turn out to have to consider a thin shell of radius $r$ as follows: $$P=|\psi_{100}(r,\phi,\theta)|^2 dV = |\psi_{100}(r,\phi,\theta)|^2d\left(\frac{4}{3}\pi r^3\right)=|\psi_{100}(r,\phi,\theta)|^24\pi r^2dr$$ ... and thus, if $\frac{dP}{dr}=f(r)$ is the radial probability density, we have $f(r)=\frac{1}{\pi a^3}e^{-2r/a}4\pi r^2$.
However, what if I want the probability densities $g(\phi)$, $h(\theta)$ or even $k(\phi,\theta)$? As an analogue to a thin spherical shell, I can only imagine constructing thin, outward-beaming rectangles with volume $$dV = r^2\sin(\theta)\,d\theta\,d\phi\,dr = d\Omega\,r^2\,dr$$ and thus, presumably, if I only want to vary $\theta$ and $\phi$, summing those volumes like you would for the full-solid-angle shells: $$dv = d\Omega \int^r_0r^2\,dr = d\Omega\,\frac{r^3}{3}$$ But now, what is $g$, $h$ or $k$? How, for one, do I sneak the last result into $P=|\psi_{100}(r,\phi,\theta)|^2\,dV$?
More generally, how does one go about this kind of converting to specific probability distribution variables for any wavefunction in spherical (and, while we're at it, cartesian) coordinates? I'm aware that in probability theory, doing a change of variables from a single to another single variable is always based on the equation $f(x)dx = g(y)dy$, but in this case, I'm stuck.