Heat oven to 400F. Liberally salt and pepper each chicken thigh.
In a large saucepan, cast iron skillet, or any pan that can be transferred to the oven, heat oil.
Once hot, cook chicken thighs skin side down for 5 minutes. Then flip over and cook 5 more minutes.
Remove chicken and drain any excess oil, but leaving behind brown chicken bits,
Add 1 tbsp butter to skillet, turning heat down to medium. Add minced garlic and orzo and toast for 3 minutes, stirring occasionally, scraping bottom of pan to release chicken bits.
Once toasted, add capers and the caper juice from the jar, lemon juice, lemon zest, wine and broth. Cover and cook for 10-12 minutes or until orzo is al dente, stirring every few minutes.
Once orzo is cooked, stir in remaining butter, milk, pecorino romano, salt, and pepper. Let simmer for 6-8 minutes or until most of the moisture has been absorbed.
Nestle chicken thighs into orzo and transfer to oven. Bake for 18-20 minutes or until thighs read 165F.
Top with freshly grated pecorino and parsley. Serve!