Preheat your oven to 375°F (190°C).
Season the chicken thighs with salt and black pepper on both sides.
In a large oven-safe skillet, heat the olive oil over medium-high heat. Add the chicken thighs, skin-side down, and sear for about 5-7 minutes until golden brown. Flip and sear the other side for an additional 5 minutes. Remove the chicken from the skillet and set aside.
In the same skillet, add the diced onion and cook for 3-4 minutes until softened. Add the minced garlic and sliced mushrooms, cooking for another 5 minutes until the mushrooms are browned.
Pour in the chicken broth, scraping up any browned bits from the bottom of the skillet. Stir in the heavy cream, dried thyme, paprika, and Worcestershire sauce. Bring the mixture to a simmer.
Return the chicken thighs to the skillet, skin-side up, and spoon some of the sauce over the top.
Transfer the skillet to the preheated oven and bake for 25-30 minutes, or until the chicken is cooked through and reaches an internal temperature of 165°F (74°C).
Remove from the oven and let it rest for 5 minutes. Garnish with fresh parsley before serving.