In a large bowl, stir together the Dijon mustard, paprika, salt and pepper. Add chicken thighs to bowl and toss to coat. Let stand in the bowl while you heat your skillet.
Heat a large ovenproof skillet over medium-high heat. Add bacon and cook, stirring until bacon starts to brown. Remove bacon to a small bowl. If you have more than about 1 Tbsp of bacon fat in the skillet, remove the excess. Add the onion to the skillet and cook, stirring, until soft, about 3 minutes. Add the thyme leaves and cook, stirring, about 1 minute more. Remove the onion to the bowl with the bacon.
Add the olive oil to the pan and heat. Add the chicken thighs to the pan, skin side down. Cook over medium-high heat until golden brown, then flip over and brown the other side. Pop skillet with chicken into preheated oven and cook for about 10-15 minutes, or until chicken is cooked through.
When chicken is cooked through, remove skillet from oven and transfer chicken to a plate. Place skillet back on the stove-top over medium heat until hot. Add wine to pan and cook, stirring to scrape up any browned bits, for about 1 minute. Add the grainy mustard and cream to the pan and stir to combine. Return the chicken, bacon and onion to the pan and allow to cook with the sauce until chicken is re-warmed. Season with salt and freshly ground pepper. Serve garnished with additional fresh thyme leaves.