How to Make It
In a saucepan, simmer the oil and annatto seeds over low heat for 2 minutes. Let the oil cool to room temperature, 15 minutes. Strain the oil and reserve the seeds.
Wrap and tie the reserved annatto seeds with the parsley, thyme and 1 bay leaf in a double layer of cheesecloth.
In a bowl, combine the orange juice, 3 tablespoons of the annatto oil, 2 minced garlic cloves and 2 teaspoons of the dried oregano. Season with salt and pepper. Add the chicken breasts and turn to coat. Let marinate for 1 hour.
Meanwhile, preheat the oven to 350º. In a large enameled cast-iron casserole, heat 2 tablespoons of the annatto oil. Season the chicken legs with salt and pepper; add to the casserole and cook over moderate heat, turning, until browned all over; transfer to a plate. Add the carrot, celery, shallot, leek, 2 sliced garlic cloves and half of the chopped onion to the casserole and cook, stirring, until softened. Add the wine, bring to a boil and cook until reduced by half. Add the tomato paste and cook, stirring, for 2 minutes. Stir in the stock, chicken legs and herb bundle and bring to a boil.
Cover and transfer the casserole to the oven. Bake for 1 hour, until the chicken is very tender. Transfer the chicken to a baking sheet. Strain the braising liquid; you should have 4 cups (if necessary, add water). Clean out the casserole. Shred the chicken meat; discard the skin.
Increase the oven temperature to 425º. In the casserole, heat 1 tablespoon of the annatto oil. Add the bell pepper, chile and remaining 3 minced garlic cloves, 1 teaspoon of oregano, 1 bay leaf and chopped onion. Cook over moderate heat, stirring, until the vegetables are softened. Add the shredded chicken and braising liquid, season with salt and pepper and bring to a boil. Add the rice and chickpeas and stir once; arrange the piquillos and olives on top. Press a 9-inch square of parchment paper on the rice. Cover and cook over low heat for 25 minutes, until the rice is tender. Let stand off the heat for 5 minutes. Remove the paper.
Meanwhile, in an ovenproof cast-iron skillet, heat the remaining 2 tablespoons of annatto oil. Pat dry the chicken breasts. Cook in the skillet, skin side down, over moderately high heat until well browned. Turn the chicken, transfer the skillet to the oven and roast for 20 minutes, until the juices run clear when a knife is inserted. Transfer to a plate and let rest for 5 minutes, then slice 1/4 inch thick. Top the rice with the chicken breast and serve with plantain chips and hot sauce.