Pat the chicken thighs dry with paper towels. Season generously with salt, pepper, paprika, and cayenne pepper (if using).

Heat the olive oil in a large, heavy-bottomed skillet or Dutch oven over medium-high heat. Add the chicken thighs, skin-side down, and sear for 5-7 minutes, or until golden brown and crispy. Flip and sear for another 3-5 minutes. Remove the chicken from the skillet and set aside.

Add the chopped onion and bell pepper (if using) to the skillet and cook over medium heat, stirring occasionally, until softened, about 5-7 minutes. Add the minced garlic and cook for another minute until fragrant.

Sprinkle the flour over the vegetables and cook, stirring constantly, for 1-2 minutes to create a roux. This will help thicken the gravy.

Gradually pour in the chicken broth, whisking constantly to prevent lumps. Bring the mixture to a simmer, scraping up any browned bits from the bottom of the skillet. Add the thyme, sage, and bay leaf.

Stir in the rinsed rice. Return the chicken thighs to the skillet, nestling them in the rice and broth mixture. Make sure the liquid covers most of the chicken but the skin on top can still breathe.

Cover the skillet tightly with a lid. Reduce the heat to low and simmer for 45-50 minutes, or until the rice is cooked through and the chicken is tender and cooked to an internal temperature of 165°F (74°C). Be careful not to lift the lid too often, as this will release steam and affect the cooking process.

Remove the skillet from the heat and let it rest, covered, for 10 minutes before serving. This allows the rice to absorb any remaining liquid and the flavors to meld together. Stir in the milk or cream (if using) for extra richness. Remove the bay leaf. Garnish with fresh parsley. Serve immediately.