In a large skillet set over medium heat, add 1 tablespoon olive oil. When the oil is hot, add onion, cook until softened, about 6 minutes. Add the garlic, scallions, curry paste, salt, and pepper, cook until fragrant, about 1 minute. Whisk in 1 cup of chicken broth and allow to simmer for 3-4 minutes.
Transfer the mixture to a 9x13-inch baking dish. Stir in the remaining chicken broth and the brown rice. Allow the mixture to come to room temperature, then stir in the bell pepper. Wrap with plastic wrap and place in the refrigerator overnight (or at least for 8 hours).
Season the chicken thighs with additional salt and pepper. Place in a ziploc bag along with the lemongrass and the remaining tablespoon of olive oil. Place in the refrigerator overnight (or at least for 8 hours).
Preheat oven to 375 degrees. Unwrap baking dish and place the thighs into the rice. Cover the dish with aluminum foil and bake for 1 hour, stirring the rice a few times during that period. Stir in coconut milk and bake, covered, for 15 minutes. Remove from the oven and allow to cool with the foil on for 10 minutes before serving.
Garnish with chopped cilantro and lime wedges, if desired.