Preheat oven to 160 degrees C. Heat half the oil in a flameproof baking dish over medium-high heat, add chicken. Cook for 4 minutes or until light golden. Transfer to a plate and cover.
Reduce heat to medium. Heat remaining oil in pan. Add onion, garlic and mushrooms. Cook, stirring occasionally, for 5 minutes or until onion is softened. Add paprika. Cook, stirring, for 1 minute. Add Worcestershire sauce. Simmer for 2 minutes or until liquid is reduced by half. Add stock. Simmer for 3 minutes. Remove from heat. Season with pepper.
Return chicken to dish. Transfer to oven. Bake for 30 minutes or until chicken is cooked through.
Remove from oven and stir in sour cream (if planning on reheating, stir in sour cream after reheating).