Heat a heavy skillet that is big enough to fit all the chicken in a single layer on medium high and lightly coat the bottom with olive oil. Brush the chicken pieces with oil and season with salt and pepper on all sides. Brown the chicken on both sides, starting with the skin side down, and working in batches so you don't crowd the pan. Add more oil if necessary.

Remove the chicken to a plate and reduce the heat. Add the onions to the pan and saute for a few minutes, just to soften them a bit. Add the garlic and saute for a minute or two more.

Pour the Marsala into the pan and stir to get any browned bits off the bottom, then add the orange juice. Arrange the chicken pieces back into the pan, skin side up. Add several sprigs of thyme, bring to a boil, and then put the pan in the oven for 20 minutes.

Take the chicken out of the oven and add the olives and orange slices. Put back in the oven for a further 20 minutes, or until the chicken is done through. If you'd like more caramelization, slide the pan under the broiler for a few minutes, but watch it carefully.

Serve right away, garnished with fresh thyme leaves. Be sure to spoon all that good sauce over the chicken, too!