Brown the thighs first, remove from pan. THEN make the sauce. Cook the anchovies and garlic together on a low heat to control the garlic not getting over cooked. Then add capers as suggested by another reader. I add at least a half to 3/4 c white wine at the end when thighs have been removed from the sauce along with more lemon. simmer to reduce a bit and thicken. the more sauce the merrier!
the oven finish really adds more depth to the flavor
I briefly steamed thickly sliced potatoes and added them when the chicken went into the oven. Before deglazing the pan, I transferred the potatoes to a platter, placing the chicken on top, and returned to the oven. I poured the deglazed pan sauce over all and served with the parsley. (This eliminated the step of adding the chicken back to the pan.)
try jarred anchovies in olive oil (canned anchovies have fishy smell)