Season the chicken thighs with salt and pepper on both sides.
Heat the olive oil in a large, deep skillet or Dutch oven over medium-high heat. Add the chicken thighs, skin-side down, and cook until the skin is golden brown and crisp, about 5 minutes per side. Remove the chicken from the skillet and set aside.
In the same skillet, reduce the heat to medium and add the chopped onion. Sauté until the onion is translucent, about 3 minutes. Add the minced garlic and cook for another minute until fragrant.
Pour in the white wine to deglaze the pan, scraping up any browned bits from the bottom with a wooden spoon.
Add the chicken broth, olives, capers, smoked paprika, and bay leaf to the skillet, stirring to combine.
Return the chicken thighs to the skillet, nestling them into the liquid. Bring to a simmer, then reduce heat to low, cover, and let cook for about 45 minutes, or until the chicken is cooked through and tender.
Remove the bay leaf, and stir in the fresh parsley and lemon zest just before serving.