Heat vegetable oil in a large skillet over medium heat.
Season chicken thighs with salt and pepper.
Add chicken skin-side down and cook until golden brown, about 5-7 minutes. Flip and cook for another 5 minutes. Remove chicken and set aside.
In the same skillet, add sliced onion and sauté until translucent, about 3 minutes.
Add minced garlic and cook for 30 seconds until fragrant.
Pour in coconut rum to deglaze the pan, scraping up any browned bits.
Stir in coconut milk, brown sugar, allspice, and cinnamon. Bring to a gentle simmer.
Return chicken to the skillet, cover, and simmer on low heat for 15-20 minutes, or until chicken is cooked through and tender.
Adjust seasoning with salt and pepper if needed.
Garnish with fresh cilantro or parsley before serving.