Trim the excess skin and fat from the chicken thighs and season them well with salt and pepper. Lay them skin-side down in a medium pan without oil and turn the heat to medium. Let the thighs cook slowly, crisping and browning as the fat renders out. Flip after about 5 or 6 minutes, then repeat twice more. Remove the thighs to a plate. They should be about 90% cooked.

Add the shallot to the pan and let fry one minute, then add the garlic. Fry another minute, then add the mascarpone, milk, and nutmeg. Let cook, stirring constantly, until the mascarpone melts into the sauce. Season with salt and pepper, then return the chicken to the pan, skin-side up. Simmer for a final 6 to 8 minutes until the chicken is cooked. If necessary, add a splash of water to keep the sauce from drying out.

Remove the chicken from the pan once again, and toss in the baby spinach. Stir, and give the spinach a minute or so to wilt. To serve, spoon the spinach and sauce onto a plate, then top with a nicely browned chicken thigh.