Preheat oven to 375 degrees F. Heat the oil over medium heat in a large, deep oven-safe skillet.
Pat the chicken dry with paper towels, then season on all sides with the salt, back pepper and smoked paprika.
Add the chicken to the skillet and cook for about five minutes on each side, until crisp and just about fully cooked (note: if using breasts that are thicker than 1-inch, add at least 2 minutes per side of cook time). Remove from the skillet and set aside.
In the same skillet, add the shallot and cook to soften, stirring often, for 1 to 2 minutes. Add in the garlic, thyme, and rosemary and cook, stirring often until fragrant, another 1 to 2 minutes.
Add in the cubed butternut squash and mix to combine it with the shallot and garlic. Cook, stirring occasionally, until slightly crisp but not fully cooked through, 5 to 7 minutes. Stir in the rice and toast for 30 to 60 seconds, then season the salt with a few pinches of salt. Pour in the broth, coconut milk, and lemon juice. Mix to incorporate. If the rice is not covered in liquid, add water to cover it.
Place the chicken on top of the rice, top with the fresh rosemary sprigs if using, then transfer the skillet to the oven. Bake until the rice has absorbed almost all of the liquid and the chicken is fully cooked, 23 to 28 minutes.
For best results, let rest for 10 minutes to cool slightly, then serve immediately by scooping out the absorbed rice and placing the chicken on top. Store in the refrigerator in an airtight container for up to four days.
