Heat the oven to 200°C/180°C fan/gas mark 6.
Arrange the chicken thighs and wedges of onion in a large roasting tray. Drizzle with the oil and bake for 30 minutes. Add the pepper to the pan and drizzle everything with the teriyaki sauce.
Return to the oven for another 15 minutes, then scatter with the cashew nuts and return to the oven for another 10 minutes. Serve with roasted sweet potatoes.