With the rack in the middle position, preheat the oven to 180 °C (350 °F).
In a large ovenproof skillet, brown the chicken in the oil. Season with salt and pepper. Set aside on a plate.
In the same skillet, sauté the peppers, onion, Bayonne ham, garlic and thyme over high heat, about 5 minutes. Add oil, if needed. Add the Espelette pepper and cook for about 1 minute. Add the tomatoes and reduce for 4 to 5 minutes or until it thickens. Place the chicken pieces, skin side up, in the sauce.
Bake for about 45 minutes or until the chicken is cooked throughout. Remove the thyme sprigs. Adjust the seasoning. Sprinkle with parsley.
Serve with plain or saffron rice.
Recipes with the "Healthy Pick" stamp have been evaluated by a registered dietitian member of the Ordre professionnel des diététistes du Québec.