Season thighs with Italian seasoning. Brown in olive oil, 4 to 5 minutes on each side until the skin is nice and brown on both sides (dark golden brown). Render off the excess fat from the pan.
Chop onion and put in the pan and saute on low. Mince 1 to two anchovy filet and put into pan. Mince garlic and put into onion anchovy sauce. Add chicken broth, and diced tomatoes, and tomato paste. Add fresh thyme, oregano and bay leaf. Remove the skin from the thighs and place them in the sauce. Bring to a simmer for 10 minutes.
Bake for 1 hour and 15 minutes in a 300 degrees F oven. Take out after 1 1/4 hours and cook on stove until you reduce the sauce to about 2 cups. After removing from heat, remove and discard bay leaf, and add lemon juice to brighten the flavor. Add drained whole black olives. Cover and let sit for about 5 minutes before serving. Mix lemon zest with fresh chopped parsley to garnish each serving.