Preheat the oven to 425°. Carefully loosen the breast skin of the chicken and tuck three slices of lemon and a bay leaf under the skin on each breast half. Stuff the onion, garlic, thyme sprigs and the remaining lemon slices into the cavity. Rub the olive oil all over the chicken and season with pepper. Roast for about 1 hour, until the juices run clear when an inner thigh is pierced. Transfer the chicken to a carving board and let rest for 10 minutes. Cut the chicken into 8 pieces and serve.