Preheat your oven to 400°F. Grab a 9x13-inch baking dish or large oven-safe skillet. Toss the chicken thighs with olive oil, shallots, garlic, thyme, sage, Italian seasoning, and chili powder. Sprinkle a generous amount of salt and pepper over the chicken to season evenly. This step ensures every element is infused with flavor right from the start.
Spread the dry wild rice, orzo, mushrooms, and celery across the bottom of the pan to create a flavorful base. Slowly pour in the apple cider (or wine) and chicken broth, making sure everything settles in evenly. Place small pats of butter on top of the chicken and rice mixture to keep everything rich and moist as it bakes.
Cover the dish tightly with foil or a lid and transfer it to the oven. Bake for 45 minutes so the chicken cooks through and the rice absorbs all those flavorful juices. After removing the cover, bake for another 15–20 minutes to brown the chicken and allow the rice to cook fully. If the rice seems a little firm, stir in about ⅓ cup of water and bake for an extra 10 minutes.
Once out of the oven, take a moment to enjoy the irresistible aroma. Scoop warm servings of rice and vegetables onto plates, then top with chicken. Garnish each plate with fresh thyme or parsley for an elegant touch.