Remove the bones in the chicken. Rinse under water and pat dry with paper towels. Cut a few slits on the thick part of the meat side, so the chicken can be lay flat more and can be cooked faster and more even (do not cut over the skin).
In a large bowl, stir the marinade together (except for oil). Add the chicken and massage them with the marinade for a minute. Add the vegetable oil and mix again. Stack them on top of each other in the bowl. Cover with plastic wrap and transfer to the fridge for 4 hours (or overnight).
For the roux, in a small saucepan over low heat, warm the oil, about 2 minutes. Break the bay leaf into half and add to the oil. When the oil is hot, add half the flour and stir to mix. When it starts to foam, add the rest of the flour and stir until smooth. Once it starts to boil, turn off the heat and continue to stir for one more minute. Add unsalted butter and give a quick stir. The roux should look a bit like pancake batter. Transfer to a heatproof bowl. Set aside to cool to room temperature.
Cook the chicken in WOK: In a wok or large skillet over medium heat, warm 2 tablespoon oil. Add chicken thighs skin-side down and cook until golden brown, about 3 minutes. Flip and cook until cook through, about 3 minutes. Transfer the chicken to a plate and set aside. Cook the chicken in OVEN: Preheat the oven to 400˚F. Line a baking sheet with aluminum foil. Lightly brush with vegetable oil or cooking spray. Place the marinade chicken thighs on top and lightly brush the chicken skin with a little bit more vegetable oil. Bake for 25 minutes or until cook through. In the same skillet, remove most of the grease, except for 1 tablespoon. Add garlic and shallot and saute for 3 minutes. Add onion and cook for another 3 minutes. Add 1 teaspoon black pepper and give a quick mix. Add tomato paste and stir for 2 minutes. Add rice wine and stir for 30 seconds. Then, pour in chicken broth and water. Bring to a boil, stirring often. Once boiling, reduce the heat to low and simmer for 2 minutes. Stir the roux mixture and add 1 tablespoon to the sauce. Stir until thickened slightly. When it’s boiling again, add sugar, Worcestershire sauce and dark soy sauce. Taste & adjust the seasoning.
Transfer the chicken thighs to serving plates and top with a big scoop of black pepper sauce. Pour the rest of the sauce into a small bowl. Serve the chicken along with hot steamed rice, French fries, or roasted potatoes.