Preheat oven to 375˚F.
Place a large skillet over medium-high heat. Once skillet is hot add oil.
Season chicken well with salt and pepper and add chicken, skin-side down to skillet.
Sear chicken thighs for 5 to 6 minutes or until skin has browned.
Flip chicken and cook for an additional 5 to 6 minutes. Remove thighs from skillet and set aside.
Melt butter in skillet and saute mushrooms, garlic and shallots for 3 to 4 minutes. Add thyme and continue to saute for an additional minute. Season with salt and pepper.
Deglaze skillet with white wine, until pan is almost dry, scraping up any bits from the bottom of the pan.
Stir in mustard and stock, lower heat to medium and simmer until stock has reduced by half. Season with salt and pepper.
Nestle chicken thighs, skin-side up, into the mushroom sauce and place skillet into oven for about 15 minutes or until chicken cooks through.
Remove from heat, remove thighs from skillet and stir yogurt into sauce until fully incorporated. Adjust seasonings (salt and pepper) and whisk in a little more stock to thin sauce, if needed. Place chicken thighs back into skillet and serve.