To make marinade, finely grate zest and juice two of the Delite Mandarins. Combine juice, zest, half of the oil, thyme, salt and pepper in a large non-reactive bowl (glass is best). Slice three cuts across skin of each chicken thigh and add to bowl, tossing to coat in marinade. Cover and refrigerate for a minimum of one to four hours, to marinate.
Preheat oven to 200°C (180°C fan-forced). Cut remaining two mandarins in half, horizontally crossways.
Place mandarin halves and all the vegetables in a large bowl and drizzle over the remaining oil. Spread vegetables and mandarin halves over base of a roasting dish. Arrange chicken thighs over vegetables and pour over the marinade. Bake for 45 minutes, or until chicken is lightly golden and juices run clear when inserted with a knife in the thickest section of meat. The vegetables should be just tender when pierced with a knife.
(NOTE: If using chicken thigh fillets, place the tray of vegetables in oven, prior to adding thigh fillets and cook for 10 minutes. Remove from oven and arrange thigh fillets over vegetables and pour over marinade mixture. Bake for 25 minutes.)
Serve chicken with vegies alongside and the remaining pan juices spooned over.