Preheat oven to 425°.
Remove and discard giblets and neck from chicken. Trim excess fat. Starting at neck cavity, loosen skin from breast and drumsticks by inserting fingers, gently pushing between skin and meat. Combine the paprika, 1 tablespoon thyme, 1/2 teaspoon salt, and 1/4 teaspoon pepper; rub under loosened skin. Thinly slice 1 lemon; arrange slices under loosened skin. Cut remaining lemon into quarters. Place lemon quarters inside chicken cavity. Add the remaining 1 tablespoon thyme to chicken cavity.
Place chicken on the rack of a broiler pan or roasting pan coated with cooking spray. Brush oil over skin. Cover chicken with aluminum foil. Bake at 425° for 30 minutes. Uncover and bake 50 minutes or until an instant-read thermometer inserted into thigh registers 165°. Transfer chicken to a cutting board; cover with foil, and let stand 15 minutes before carving.
Place a zip-top plastic bag in a 2-cup glass measure. Pour drippings into bag; let stand 10 minutes (fat will rise to the top). Seal bag; carefully snip off 1 bottom corner of bag. Drain drippings into measuring cup, stopping before fat layer reaches opening; discard fat. Place pan on stove top over medium heat. Sprinkle flour into pan. Add wine; bring to a boil, stirring constantly with a whisk. Add drippings, broth, juice, sugar, remaining 3/4 teaspoon pepper, and remaining 1/2 teaspoon salt to pan, stirring constantly with a whisk until slightly thickened. Remove from heat.
Remove skin and lemon slices from chicken, and remove lemon wedges from cavity; discard. Carve chicken, and arrange on a serving platter. Serve with gravy. Garnish with additional lemon slices and thyme sprigs, if desired.