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Step 1
Preheat the oven to 450 degrees F. Line a rimmed baking sheet with parchment paper.
Step 2
Place the chicken thighs, olive oil, thyme, 1/2 teaspoon salt, 1/4 teaspoon freshly ground black pepper and paprika in a medium bowl and toss to coat evenly. Set aside to marinate for 30 minutes.
Step 3
If necessary, remove the outer leaves from the head of cauliflower, then cut it into quarters, leaving the inner stem intact so that the florets do not separate.
Step 4
Put the chicken thighs skin-side up on one side of the baking sheet, spacing them evenly. Drizzle any leftover marinade over the chicken. Put the cauliflower on the other side of the baking sheet, with one cut-side down. Brush each cauliflower piece with melted butter and sprinkle evenly with 1/2 teaspoon salt.
Step 5
Put the bacon on the edge of the baking sheet and bake until browned and crisp, 15 to 17 minutes. Remove the bacon to a paper towel-lined plate. Return the baking sheet to the oven until the chicken is cooked through and an instant-read thermometer registers 165 degrees F when inserted into the thickest part not touching the bone, 25 to 30 minutes more. The cauliflower should be lightly browned and cooked through.
Step 6
When the bacon is cool enough to handle, roughly chop it.
Step 7
Before removing the baking sheet from the oven, carefully lay a slice of Cheddar on each cauliflower piece and return to the oven until melted, about 1 minute.
Step 8
For serving, top each cauliflower with 1 tablespoon sour cream and a sprinkle of the bacon and chives.