Preheat an oven to 250°F and line a baking tray with aluminum foil. Set aside.
Cut the boneless chicken thighs into slices then rub with olive oil and lemon juice.
Spread chicken on the prepared baking tray then set aside.
Preheat a saucepan over medium heat then pour the remaining olive oil into it.
Stir in chopped onion and sauté until aromatic and lightly golden brown.
After that, add tomato puree into the saucepan then season with diced green chili, chili powder, sweet paprika, cumin, and oregano. Stir well.
Drizzle the sauce over the chicken then cover with aluminum foil.
Place the baking tray in the preheated oven and bake the chicken for approximately 30 minutes or until the chicken is cooked through.
Once it is done, remove the cooked chicken from the oven and let it rest for a few minutes.
Unwrap the cooked chicken and transfer to a serving dish.
Drizzle the remaining liquid over the chicken then serve.