You may use bone-in chicken thighs, but for best results, debone the chicken thighs but keep the skin on. If you don't have wine, skip it and use 1/2 cup water instead of 1/4 cup. You may melt the cheese by covering the skillet for a little bit until the cheese melts. You don't have to broil the chicken in the oven but broiling makes it better and also char the skin a little bit.