Preheat oven to 180°C (350°F). Lightly beat the egg together with a pinch of salt and pepper and set to one side.
Mix the breadcrumbs, cheese, paprika and garlic together in a shallow dish and set to one side.
Dip each chicken thigh into the beaten egg and then coat completely with the breadcrumb mixture. Place the chicken into a baking dish. Sprinkle any remaining breadcrumb mixture over the chicken and lightly drizzle with olive oil.
Cover and bake for 40 minutes. Remove the cover and continue to bake for 20 minutes until the crust is ready.