Heat olive oil in a medium saucepan over medium heat. Add one onion, garlic, orange juice and lime juice. Cook until onions start to turn clear, about five minutes.
Remove from heat and allow mixture to cool for at least 15 minutes. Transfer to a food processor or blender and add cumin, oregano, salt, pepper and contents from inside the vanilla bean. Process briefly until mostly smooth.
Place chicken in a large zippered storage bag. Pour cooled marinade over chicken. Add quartered chili pepper to marinade. Squeeze most of the air out of the bag and refrigerate overnight, turning the bag occasionally.
Preheat oven to 375 Fahrenheit. Transfer chicken and marinade to a glass or stainless steel baking dish. Turn chicken meat side down, remove chili pepper pieces and add tomatoes without the juice and remaining chopped onion. Bake 30 minutes, turn chicken skin side up, spoon some pan juices over the tops and cook 15 to 20 more minutes. If the pan is getting dry, add some of the reserved tomato juice.
Transfer chicken to a serving platter and keep warm. Transfer sauce and vegetables to a small saucepan and heat over medium heat to reduce by about half and thicken, about five minutes. Pour sauce and vegetables over chicken and sprinkle with cilantro before serving.