It's my own example:"I was just born this way" "you should carry out this ceremony in more simple way" "he scolded me (in) the worst way"
In X way modifies a verb and it means the action in question was performed or occurred such that the result or effect is/was [the] X - it answers how, not what.
This way can mean "the action in question was performed or occurred such that the result or effect is/was this."
This way can also simply mean "like this" - which would not specifically refer to a method but attributes or state of being.
Examples to illustrate:
I was born with four fingers.
I was born this way (showing hand with missing finger - I was born in this way would be wrong.)
I was born via C-section.
C-sections are surgical procedures. I was born in this way. (You could say I was born this way as well and not be wrong.)
It is a case of shortening. Generally one can say that English has a strong tendency to shorten frequently used expressions. This becomes obvious with the noun "way" in the sense of manner or referring to direction. "in adj way" is mostly shortened by dropping "in".
It should be done this way.
Well, he said, we'll do it your way.
I couldn't stop him any other way.
Oh, the escalator is going the wrong way.
Something wicked comes this way. (Title of a story by Bradbury)
Occasionally you can find the preposition "in" and, of course, it is not wrong if you use "in".
- I'll do it in my own way.