Place the chicken thighs in a dish and drizzle with the olive oil. Sprinkle on the rosemary and then lay the lemon slices evenly over the chicken - at least one lemon slice per chicken thigh. Season with salt and pepper. Cover the dish and let the chicken marinate in the refrigerator for at least 30 minutes up to overnight - I let mine sit overnight.
Preheat the oven to 350 degrees and lightly grease an 8 x 8 baking dish.
Preheat a large skillet over medium high heat. When hot, drain each chicken breast of as much excess oil as possible, and place the chicken thigh in the skillet, skin side down. Go ahead & sear those lemon slices right along with the chicken.
Once the chicken is golden brown - about 5 minutes or so - flip it and sear it on the other side. Once both sides are brown, move the chicken thighs to the baking dish.
Bake for 20 - 30 minutes or until the chicken is no longer pink & the juices run clear.