Preheat the oven to 400°F. Lightly oil a rimmed baking sheet, or line with foil and spray with nonstick spray.
Heat the butter in a medium-sized skillet over medium heat until melted. Sauté the onion for 2 minutes until slightly tender, then add the spinach, season with salt and pepper, and cook until the spinach is cooked and most of the moisture is evaporated, about 4 minutes. Add the red pepper flakes, if desired, and the cream and cook for another 2 minutes until the cream has blended into the spinach. Stir in the feta until well combined, and cool so that it’s just slightly warm or room temperature. Check for seasoning.
Loosen the skin from each thigh, and place a couple of tablespoons of the spinach mixture under the skin, spreading it out beneath the skin. Brush the skin with the olive oil, and season with salt and pepper.
Roast for about 45 minutes, or until the chicken is cooked through (an internal temperature of 165F.). Serve hot or warm.
Notes
You can use fresh spinach too, just keep in mind it will take a LOT of fresh spinach to cook down to the same amount as a frozen package.