Preheat oven to 375°.
Heat olive oil in a large Dutch oven over medium heat. Add the onion, and sauté for 3 minutes. Add the thyme, pepper, and garlic; sauté 1 minute. Increase heat to medium-high. Add potato; sauté 8 minutes or until potato begins to brown. Stir in green beans, water, anchovy paste, and tomatoes. Remove mixture from heat. Nestle chicken thighs into potato mixture. Top with feta cheese. Cover and bake at 375° for 45 minutes.