Preheat oven to 450˚F and get a large brasier, baking dish or a sheet pan ready.
Dry toast the whole spices for the Sichuan 5-Spice Blend in a small pan over medium-low heat, stirring constantly until they become fragrant and visibly start to toast, about 1 minute. Remove from heat and transfer the spices to a mortar and pestle. Take out the whole cinnamon stick and stir anise pod. Crush and grind everything else with the pestle until it's ground down to a coarse powder, about 30 seconds to 1 minute should do it.
Trim Brussels sprouts and cut large ones in half. Peel and cut onion into roughly 2” sized pieces.
Pat chicken thighs dry and trim excess fat then place them in a large bowl.
Add Brussels sprouts, onion pieces, whole garlic cloves, and the toasted cinnamon stick and star anise pod to the bowl. Add olive oil, salt, and Sichuan spice blend to the bowl and rub seasonings into and all over the chicken thighs.
Place chicken thighs skin side up and spaced apart in your baking dish. Tuck veggies and whole spices around the chicken thighs, making sure not to cover the top of each thigh. Wash hands.
Whisk the sauce ingredients together in a bowl and pour it all over the chicken and veggies.
Place the baking dish or sheet pan into the oven on the middle rack and lower temp to 425˚F. Bake until sauce is bubbling and chicken it’s nicely browned with crispy skin and the internal temperature at the thickest part of the thighs reaches 165˚F on a thermometer, about 20-30 minutes.
Remove from oven and let sit for 5-10 minutes uncovered before serving.
Serve hot or warm over rice and garnish with chopped scallions.