Preheat oven to 400 degrees F (200 degrees C). Place the whole Red Bell Pepper (1) on a baking sheet and cook for 25 minutes or until skin blackens and flesh is tender.
Remove from the oven and slip into a small paper bag. Roll up the end of the bag and let the pepper steam.
In a small skillet toast the Whole Coriander Seeds (1/4 teaspoon), Cumin Seeds (1/4 teaspoon) and Caraway Seeds (1/4 teaspoon) until fragrant, and beginning to sizzle and pop, about 3 to 4 minutes. Transfer to a mortar and pestle or spice grinder and grind or pulse to a powder.
Seed and coarsely chop the Red Chili Pepper (2). Coarsely chop the Yellow Onion (1/4) and Garlic (3 clove).
Heat the Olive Oil (1/2 teaspoon) in a frying pan over medium heat and add the onion, garlic and fresh chilies. Cook 6 to 8 minutes until fragrant and slightly browned.
Peel the skin and remove the seeds from the bell pepper. Add the bell pepper flesh to a blender. Add the spices, the onion mixture, Crushed Red Pepper Flakes (1/8 teaspoon), Tomato Paste (1 1/2 teaspoon), Kosher Salt (1 teaspoon) and the zest and juice from the Lemon (1).
Pulse until well combined.
Pour the mixture into a bowl and add the Greek Yogurt (2 tablespoon) and stir.
Place the Chicken Thigh (6) in a gallon zip-top baggie. Add the harissa mixture. Squeeze most of the air out of the baggie and seal it. Work the harissa and chicken together until the thighs are well coated. Refrigerate overnight.
Preheat the oven to 425 degrees F (220 degrees C). Peel and thinly slice the small Red Onion (1) into wedges. Thinly slice the Lemon (1) into 6 rounds. Place the chicken thighs, well spaced, on a large baking sheet. Scatter the onion pieces over the chicken. Top each thigh with a slice of lemon.
Roast for 5 minutes.
Reduce the oven temperature to 350 degrees F (180 degrees C), and cook for another 12 to 15 minutes, until the chicken is almost cooked.
Then, place it under the broiler for 2 to 3 minutes to give it extra color and cook it through completely.
Sprinkle with Fresh Cilantro (to taste) just before serving.