Combine the dried herbs, pepper, and salt in a small bowl. Coat both sides of the thighs with the mixed seasonings. In a large skillet, pour some olive oil over medium-high heat and wait until heated. Brown the chicken in the skillet for around 5 minutes with the skin side down.
Move the chicken to a baking sheet covered with parchment paper, skin side up. Place in the oven for 20 minutes till the meat is entirely cooked. Transfer to a plate and set aside for later.
While baking the chicken, start making the mushroom sauce. Set a pan over medium heat and heat some olive oil. Gently drop the chopped bacon and sliced mushrooms in the pan. Fry for approximately 3 minutes.
Pour the heavy cream. Season with salt and dried thyme. Let it boil while stirring occasionally. Reduce to a simmer right away and leave for 2 minutes over very low heat.
Carefully plop the chicken onto the pan. Cover the thighs with the mushrooms and sauce just to heat.