Preheat the oven to 400 degrees F (200 degrees C).
In a large oven-safe skillet over high heat, heat the Olive Oil (1 tablespoon) until it shimmers. Add the Shallot (1) and immediately reduce the heat to medium. Add a pinch of Kosher Salt (1 dash), and sauté until the shallots are soft and translucent, about 5 minutes.
Meanwhile, place the Bone-in, Skin-on Chicken Thigh (6) in a large bowl. Pat dry. Season all over with a few dashes of Kosher Salt (to taste) and Ground Black Pepper (to taste).
Add the Roma Tomato (2) to the pan and cook for 1 minute.
Add the Dijon Mustard (1 tablespoon) and cook for 30 seconds, stirring to incorporate it.
Add the Sherry Wine (2/3 cup), Sherry Vinegar (1/3 cup), and Water (2 cup) and bring to a simmer.
Transfer the chicken pieces to the pan skin side up. Transfer pan to the oven and roast for 40 to 50 minutes or until the skin is evenly golden brown.
Remove pan from the oven, and transfer chicken to a plate to rest.
Pour juices from the pan into a large bowl or large liquid measuring jug. Let liquids sit for a minute or two until the fat rises to the surface. Use a spoon or ladle to skim the fat off the top of the sauce. Discard the fat using a spoon. Taste juices and adjust with salt or pepper as needed.
Return the cooking juice and chicken to the pan. Bring to a gentle simmer.
Serve chicken with plenty of the cooking juice pooling all around—I like using shallow bowls for this one. Serve with crusty Bread (to taste) and salad if you wish.