Preheat oven to 350F. Season chicken with salt and pepper.
While the oven is heating, place a large ovenproof skillet on stove over medium-high heat. Melt coconut oil in the skillet then add chicken. Cook for about 5 minutes on each side until lightly browned.
Remove chicken from skillet and set aside. In the same skillet, add the mushrooms, onions and garlic. Cook until tender.
Stir in the chicken broth. Continue to cook until most of the liquid has evaporated, then add the chopped tomatoes, thyme and bay leaf.
Add the chicken back to the skillet and season once again with salt and pepper.
Bring the mixture to boiling then transfer to the oven and bake for 25 to 30 minutes.