First, marinate the chicken: place the chicken thighs in a resealable bag, and drizzle over the olive oil, rosemary, lemon slices, salt and pepper. Mix to combine and let marinate in the refrigerator for at least 30 minutes. This can be done up to 4 hours in advance.
Preheat the oven to 350°F and have a small 8x8-inch baking dish ready by spraying it with nonstick spray.
Preheat a cast-iron pan over medium high heat. When hot, drain each chicken breast of excess oil, and place each chicken thigh in the pan, skin side down. It's fine to sear the lemon slices with the chicken. Sear the chicken on each side (for about 4-5 minutes each), but do not worry that the chicken is not cooked all the way through. Once both sides are brown, move the chicken thighs to the baking dish.
Bake the chicken for 20 minutes. Test the temperature in the deepest part of the thigh with a food thermometer - it should be 165°F. If it isn't, return it to the oven for 5 minutes intervals, and re-test.
Let rest for 5 minutes before serving.
