Preheat oven to 350 degrees F.
Season chicken with oregano, paprika, salt, and pepper, being sure to season both sides.
In a large oven-safe skillet, heat olive oil over medium heat. Add the chicken, skin side down, and sear until nicely golden brown, about 5-6 minutes. Flip the chicken then cook for a few minutes until the other side is browned as well. Remove chicken from heat and place on a plate.
In the same skillet, add the onion, cooking until softened, about 3-4 minutes. Add garlic, and cook another 1-2 minutes until onions are soft. Add the rice and cook 2 minutes to toast. Add broth and zest and juice of 1 lemon, stirring to combine. Bring to a gentle simmer. Once simmering, add chicken and any accumulated juices back into the pan (to finish cooking). Turn heat off. Cover pan, then place in preheated oven. Bake for 35-40 minutes, until the chicken is fully cooked through.
Increase oven heat to broil. Slice remaining lemon, and add slices to a small baking sheet lined with parchment or foil. Broil for 1-2 minutes on each side, until browned in spots and fragrant.
Top baked chicken and rice with caramelized lemon slices and parsley, if using. Serve.