For the chicken: Preheat the oven to 325 degrees F.
Heat a large enameled cast-iron pot over medium-high heat, and add the oil. Mix the chili powder, cumin and coriander together in a bowl. Sprinkle the chicken liberally with salt and pepper and the spice mixture. Add the chicken to the pot, skin-side down, and sear until the skin is golden brown; flip, and sear for another 3 minutes. Remove the chicken thighs to a small baking sheet and transfer to the oven. Bake until the chicken reaches an internal temperature of 165 degrees F. Remove and let rest.
For the rice: Heat the olive oil over medium-high heat in the pot that was used for the chicken. Add the onions, peppers, celery, marjoram and thyme. Season with salt and pepper. Cook until the onions become translucent, then add the garlic; cook for another 3 minutes. Add tomato puree and cook for 2 minutes. Add the rice and saute for 2 minutes. Add the chicken stock, bring to a boil and then reduce to a low simmer. Place in the oven and cook for 20 minutes, or until rice is cooked.
Let the rice sit for at least 5 minutes, then fluff with a fork. Add the cilantro, and season to taste with salt, pepper and lemon juice. Garnish with avocado and olives.