Put the chicken thighs in a large saucepan with 1 litre/1¾ pint water and the saffron. Bring to the boil, then reduce the heat and poach for 10–15 minutes. Drain, reserving the cooking liquid.
Heat the oil in a large saucepan over a medium-low heat and sweat the onion gently until very soft, about 10 minutes.
Add the paprika, cook for 2 minutes. Add the chicken thighs, about 700ml/1¼ pint of the cooking liquid and the prunes. Season with the salt and pepper and simmer for about 20 minutes, until heated through.
If the sauce is very watery, remove the chicken, prunes and onions with a slotted spoon and keep warm while you reduce down the sauce, so that you have a small amount to spoon over each portion.