In a shallow dish or medium bowl, whisk together the olive oil, lime juice, agave, 1 teaspoon of salt, the oregano, chili powder, and 2 teaspoons of cumin. Add the chicken and toss to coat well. Cover with plastic wrap and marinate in the refrigerator for at least 30 minutes, up to 4 hours.
Preheat the oven to 400˚F (200˚C).
Remove the chicken from the marinade and place in a large oven-safe pot over medium-high heat, being careful not to overcrowd the pot. Cook for 3 minutes, or until golden brown, then flip and repeat on the other side. Remove the chicken from the pot and set aside.
Add the onion and bell peppers to the pot. Cook for 2-3 minutes, or until starting to soften.
Add the rice and chicken stock. Season with the remaining teaspoon of cumin, the pepper, and remaining 2 teaspoons of salt. Bring to a boil, then return the chicken thighs to the pot.
Cover with a lid and transfer to the oven until the rice is tender, about 45 minutes.
Garnish with a squeeze of lime juice and cilantro.