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1
Preheat the oven to 375F. In a small bowl, mix the goat cheese with the herbs and seasonings.
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2
Place chicken thighs in a large enough baking dish to accommodate the chicken and around 2 cups of vegetables. Using your fingers, loosen the skin from one side of the chicken to form a pocket for the goat cheese mixture. Try to keep the skin connected to the thigh on the other sides as much as possible, but don't fret about it if it comes loose. Place a heaping tablespoon of the goat cheese mixture under the skin of each thigh, then press down gently on top of the skin to distribute the goat cheese over the thigh. If there's any extra goat cheese, don't hesitate to put more on each thigh. Season the thighs with kosher salt and pepper. Bake, uncovered, for 20-25 minutes.
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3
In the meantime, prepare the carrots and parsnips. When cutting up large parsnips, I remove the tough core from the biggest pieces using the sharp edges of a vegetable peeler. Cut into relatively uniform-size pieces so they will cook evenly.
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4
After the chicken has cooked for about 20 minutes, remove from oven. Spoon off some of the excess fat, if needed, but leave some for cooking the vegetables. Scatter the carrots and parsnips around the edge of the pan, mixing well with the juices from the chicken. [You may find it easier to carefully remove the chicken from the pan temporarily, taking care not to dislodge the goat cheese, so that you can toss the vegetables in the pan juices to coat more thoroughly.] Raise the oven temperature to 400F, and return dish to oven.
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5
Bake for another 20-25 minutes, turning the vegetables occasionally, until the carrots and parsnips are tender and getting browned around the edges. The chicken should be done and the skin crispy and brown.