Preheat your oven to 400°F (200°C).

Pat the chicken thighs thoroughly dry with paper towels. This step is crucial for achieving crispy skin.

In a small bowl, combine the salt, black pepper, paprika, and Italian seasoning. Rub the chicken thighs all over with the tablespoon of olive oil. Then, generously sprinkle the seasoning mixture over both sides, focusing on the skin side.

In a medium, oven-safe skillet (or a 9x13 inch baking dish if not stovetop safe), melt the butter over medium heat on the stovetop.

Add the diced shallot (or onion) and sauté for 3-4 minutes until softened and translucent. Add the minced garlic and cook for about 1 minute until fragrant (do not let the garlic burn).

Pour in the heavy cream and chicken broth. Stir well to combine. Remove the skillet or dish from the heat.

Stir the grated Parmesan cheese into the cream mixture until smooth and well-incorporated.

Place the seasoned chicken thighs, skin-side up, into the cream sauce mixture. Ensure the skin remains above the liquid to crisp up, but the bottom of the chicken is submerged in the sauce.

Transfer the dish to the preheated oven. Bake for 35 to 40 minutes, or until the chicken registers an internal temperature of 175°F (80°C) near the bone, and the skin is deeply golden and crispy.

Carefully remove the baking dish from the oven. Let the chicken rest in the sauce for 5 minutes. The sauce will thicken slightly as it cools.

Garnish the dish with the freshly chopped parsley. Serve immediately, spooning the rich cream sauce liberally over the chicken and accompanying side dish.