Pat the chicken pieces dry and sprinkle with salt and pepper on both sides. Set aside.
Combine the dressing ingredients in a jar and mix well. Taste and adjust as needed.
Toss the carrots and onion with 2 Tablespoons of dressing.
Line a cookie sheet with parchment paper and spread the lemon and orange slices all over the bottom of the pan.
Lay the chicken thighs on top, spread the cut-up veggies in between and brush the chicken with a generous amount of dressing.
Bake at 425F for 20 minutes. Remove from the oven and spread the rest of the dressing. (Bake at 400F for 45 minutes for bone-in chicken pieces.)
Return to the oven and broil for 10-15 minutes or until golden brown. (Do the same for bone-in chicken.)
Serve with roasted potatoes or white rice with chopped dried fruits for the perfect holiday meal.