The sauce is not supposed to be very thick but if you would like it a little thicker, there's a few things you can do. First, don't overcrowd the pan with chicken. I often use 10 chicken thighs but 8 will be better so the liquid has room to evaporate. Secondly, once the chicken has finished cooking in the oven, place the pan on the stovetop. Using a slotted spoon, transfer the chicken, shallots and tomatoes to a large platter. Bring the pan sauce to a boil, then lower to a simmer until sauce has slightly thickened to your liking. Don't let it cook down too much—you want this to be pretty saucy. Return the chicken to the sauce and heat through before serving over orzo or rice.