In a medium saucepan over medium heat, blend cider vinegar, chili sauce, Worcestershire sauce, and tomato paste. Mix in the onion, brown sugar, and cayenne pepper.
Heat oil in a medium skillet over medium heat, and saute the chicken thighs until browned. Remove from heat, drain, and arrange in a medium baking dish. Cover with the cider vinegar sauce mixture.
Bake covered 45 minutes in the preheated oven, or until chicken is no longer pink and juices run clear.
