Use a sharp knife to make 2 cuts through the skin in the center of the thigh, down to the bone, about one inch apart from each other. Once cut, transfer thighs into a mixing bowl.

Drizzle with 2 teaspoons olive oil, and season with salt, black pepper, cayenne, and dried herbs. Use tongs to toss until very thoroughly coated. Wrap and refrigerate chicken for at least 2 hours, or up to 12 hours.

Preheat the oven to 350 degrees F (180 degrees C).

Heat remaining olive oil in a large oven-safe skillet on medium-high heat. Add chicken, skin side down, and cook until a deep golden brown crust has formed, 5 to 6 minutes. Turn chicken over and cook for 3 minutes more. Turn off heat, remove chicken to a plate, and set aside.

Turn heat back on to medium, and add onions. Cook, stirring, for a few minutes or until the onions just begin to soften. Make a space in the center of the pan, and add garlic, capers, and anchovy. Cook for about 1 minute, while stirring and smashing with the edge of a wooden spoon or spatula.

Pour in wine, and raise the heat to high. Cook, stirring occasionally, for a few minutes until the wine reduces by about half. Add tomatoes, water, and chicken bouillon paste; stir to combine. Return mixture to a boil, and cook, stirring occasionally, until liquid reduces slightly, 3 to 4 minutes.

Add sliced peppers, and mix in evenly. Scatter about 3/4 of prosciutto slices evenly over the top. Place chicken thighs back on top, spaced evenly, skin side up. Place remaining prosciutto slices between chicken pieces.

Bake in the preheated oven until the chicken is cooked through and the top is nicely browned, 40 to 45 minutes.

Top with parsley and serve immediately on olive oil mashed potatoes, rice, or pasta.