Preheat oven to 180°C. Heat the oil in a large flameproof casserole over medium-high heat. Season chicken with half the salt and all the pepper. Brown chicken in batches in casserole, about 6 minutes. Transfer to a plate.
Lower heat to medium. Add onion and garlic. Sauté until slightly softened, about 3 minutes. Add wine and scrape up any browned bits from the bottom of the dish. Stir in tomato paste, bay leaves, thyme and remaining salt. Add chicken. Bring to the boil. Cover.
Bake in the oven for 20 minutes. Stir in the beans and pumpkin. Cover. Bake until chicken and pumpkin are tender, 20 to 30 minutes. Discard bay leaves and serve.