Preheat the Oven: Preheat to 375°F (190°C) to accommodate the high-altitude cooking adjustment.
Brown the Chicken: Season chicken thighs with salt and pepper. In a large paella pan, heat olive oil over medium heat and brown the chicken on both sides. Remove and set aside.
Sauté Vegetables: In the same pan, add the onion, red bell pepper, and garlic. Sauté until soft.
Combine Ingredients: Add the rice, stirring to coat in the oil and vegetables. Pour in the coconut milk and saffron-infused chicken stock. Stir in the paprika and turmeric.
Cook the Chicken and Rice: Return the chicken to the pan, nestling it into the rice. Bring to a simmer, then transfer the pan to the oven.
Bake: Bake for 30-35 minutes, or until the rice is tender and the chicken is cooked through.
Add the Peas: Sprinkle the peas over the top in the last 5 minutes of cooking.
Garnish and Serve: Let the paella rest for a few minutes. Garnish with chopped cilantro and serve with lemon wedges on the side.