Preheat oven to 375 degrees F. Arrange the oven rack in the middle of the oven.

Very lightly grease a 9x13-inch casserole/baking dish and set it aside.

Heat about three tablespoons of olive oil in a frying pan or cast-iron skillet over medium-high heat.

Once hot, add the chicken thighs, skin side down, to the hot oil. Cook on both sides for 1-2 minutes until golden brown.

Remove the chicken thighs from the skillet and set aside on a plate, covering with foil. Later, transfer the chicken thighs to the casserole baking dish.

If needed, add more oil to the pan and add the diced onion. Cook for 1-2 minutes, stirring occasionally.

Add garlic and cook for another minute, stirring. Add sliced mushrooms, thyme, dried parsley, paprika, salt, and pepper to the pan, stir, and cook for about five minutes or until softened.

Spread the mushroom mixture on the bottom of the casserole dish.

Return the pan to the stove over medium heat.

Next, melt two tablespoons of butter in the same pan over medium heat. Add the flour and whisk it until lightly golden and thoroughly combined, about 1-2 minutes.

Slowly and still whisking, add 1 ½ cups chicken broth and whisk until smooth.

Add 1 cup of heavy whipping cream; you can use light cream or half and half. Whisk until smooth and bring to a simmer for about 2 minutes. Season with salt and pepper to taste.

Stir in the grated Parmesan cheese until thoroughly combined and the cheese is melted.

Pour the sauce over the mushroom mixture into the baking dish. If preferred, sprinkle some extra parmesan cheese on top. Add chicken, skin side up. Then, cover with foil.

Transfer the dish to the oven, and bake the casserole covered for 30-40 minutes until the chicken is tender and cooked through.

Before you remove it from the oven, discard the foil cover and broil for a few minutes until the chicken is golden.

Just before serving, you can sprinkle the dish with chopped parsley.