Place a rack in the center of the oven and preheat oven to 375 degrees F.
In a small skillet over medium heat, heat a splash of the olive oil. When oil is hot, add the onions and saute until softened and just beginning to brown, about 5 minutes.
Remove from heat and scrape into a medium oven-safe baking dish.
Add the drained chickpeas, capers, salt and pepper and fresh thyme. Pour the remaining olive oil over the mixture. Stir gently to combine. Cover with foil and bake for 30 to 40 minutes, until the mixture is bubbling and the chickpeas are even more soft.
Remove form the oven Remove the foil. Add crumbled feta and smoky paprika. Allow to cool for 15 minutes before serving.