4 large or 8 small bone-in chicken thighs (about 2½ pounds), skin removed
1 tsp. dried thyme
1 tbsp. smoked paprika, sweet or hot
2 cloves garlic, minced
½ tsp. ground pepper, divided
¾ tsp. salt, divided
3 tbsp. extra-virgin olive oil, divided
1 lemon, sliced
4 small shallots, quartered
1 pound Brussels sprouts, trimmed and halved (or quartered if large)