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Step 1
Heat the oven to 375 degrees.
Step 2
Season the chicken all over with salt and pepper. Place in a large skillet, skin side down, then set the skillet over medium-high heat. Once the chicken begins sizzling, cook, undisturbed, until golden brown on the bottom and some of the fat has rendered, six to eight minutes.
Step 3
While the chicken cooks, cut the lemon crosswise into 1/8-inch-thick slices and remove any seeds; cut the slices into half-moons. Using tongs, transfer the chicken to a plate, skin side up, and reserve (the chicken will not be cooked through at this point); leave the rendered chicken fat in the skillet.
Step 4
Return the pan to medium heat. Add the lemon slices in one layer and cook, flipping halfway through with tongs, until caramelized all over, two to three minutes. Transfer to the plate with the chicken.
Step 5
Pour the olive oil in the skillet and return to medium heat. Add the shallots and cook, stirring occasionally, until soft, four to six minutes. Add the coriander and garlic and cook, stirring, until fragrant, about 30 seconds. Add the tomato paste and cook, stirring occasionally, until lightly caramelized, one to two minutes. Stir in the broth, then add the okra and olives and bring to a simmer.
Step 6
Return the chicken pieces, skin side up, to the skillet, then nestle the lemons in the sauce around the chicken. Transfer the skillet to the oven and cook until the sauce is reduced and thickened and the chicken is cooked through, about 20 minutes. Remove the skillet from the oven and scatter the parsley over the top. Serve while hot with rice.