Very lightly grease a 9x13 inches casserole/baking dish and set it aside.
Cook Chicken:
Heat about 3 tablespoons of olive oil in a frying pan or cast-iron skillet over medium-high heat.
Once hot, add chicken thighs skin side down into the hot oil. Cook on both sides for about 1-2 minutes, until golden brown.
Remove the chicken thighs from the skillet and set aside on a plate, cover with foil. Later you will transfer the chicken thighs to the casserole baking dish.
Cook Mushroom Mixture:
If needed add more oil to the pan and add the diced onion, cook for 1-2 minutes, stirring occasionally. Add garlic and sauté for another 1-2 minutes.
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 mushroom mixture on the bottom of the casserole dish.
Return pan to the stove over medium heat.
Sauce:
Next, melt 2 tablespoons of butter in the same pan over medium heat. Add the flour and whisk it until lightly golden and fully combined, about 1-2 minutes.
Slowly and still whisking, add 1 1/2 cups chicken broth, whisk until smooth.
Add 1 cup of heavy whipping cream, you can use light cream or half and half too 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 fully combined and the cheese is melted.
Pour sauce over the mushroom mixture in the baking dish. If preferred, sprinkle some extra parmesan cheese. Add chicken on top, skin side up. Then, cover with foil.
Bake:
Transfer the dish into 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.
Serve:
Just before serving, you can sprinkle the dish with chopped parsley.