Trim any excess fat from the chicken thighs and slice in half lengthwise. Season both sides of the chicken thighs evenly with 1/2 teaspoon Himalayan pink salt and 1/2 teaspoon freshly ground black pepper.
Heat 2 tablespoons of the butter in a large skillet over medium-high heat. Add all pieces of the chicken and cook for 2-3 minutes per side. Transfer to a platter or sheet pan and place in a warm oven. Reserve any drippings.
Meanwhile, melt 3 tablespoons of the butter in the skillet adding the fennel, lemon grass, and horseradish. Saute over low heat until fennel is translucent.
Add the mushrooms. Increase to medium heat and saute, stirring occasionally, until the water from the mushrooms has mostly evaporated, about 10 minutes. Sprinkle in the flour, and stir while continuing to saute for 3 minutes.
Add the Marsala wine, any drippings from the chicken thighs and the chicken stock. Bring to a simmer and season with the rest of the kosher salt and black pepper.
Stir in the lemon juice and remaining butter and cook over medium heat until reduced by half. Add the chicken thighs and simmer for 5 minutes.
Sprinkle with parsley and Parmesan, then serve with spiralized noodles, pasta, mashed roots, or over rice.