Season the chicken thighs generously with salt and pepper. Heat the olive oil in a large Dutch oven or heavy-bottomed pot over medium-high heat.

Add the chicken to the pot, skin-side down, and sear until golden brown, about 5-7 minutes per side. Remove the chicken to a plate and leave the rendered fat in the pot.

In the same pot, fry the almonds and the slice of bread until lightly toasted and golden brown, about 2-3 minutes. Remove them with a slotted spoon and transfer to a mortar and pestle or food processor.

Lower the heat to medium, add the chopped onion to the pot, and sauté until soft and translucent, about 5 minutes. Stir in the minced garlic and cook for 1 minute until fragrant.

Pour in the white wine to deglaze the pot, scraping up any browned bits from the bottom. Let the wine simmer until reduced by half, about 3 minutes.

Return the chicken to the pot, add the chicken broth and saffron threads, and bring to a gentle simmer. Cover and cook for 25 minutes.

While the chicken cooks, separate the yolks from the hard-boiled eggs and reserve the whites. Add the yolks to the almonds and fried bread, and crush or pulse into a thick paste known as a picada.

Stir the almond-egg paste into the simmering stew to thicken the sauce, cooking for an additional 5 minutes until the chicken is fully cooked through. Chop the reserved egg whites and sprinkle them over the dish along with fresh parsley before serving with warm crusty bread.