Preheat the oven to 425 degrees F (220 degrees C). Line a sheet pan with foil, and spray with cooking spray.

Place tater tots on the prepared sheet pan, and spray tots lightly with vegetable oil.

Bake in the preheated oven until nicely browned on the bottoms and edges, about 30 minutes. Keep warm in the oven until needed.

Season chicken thighs on both sides with salt, black pepper, and cayenne. Melt butter in a skillet over medium-high heat, and cook chicken just until no longer pink at the center, 3 to 4 minutes per side. Remove to a plate to cool slightly.

Cut chicken into 1/2-inch pieces when cooled enough to handle.

Add onion, bell pepper, and jalapeno peppers to the skillet, and sauté over medium-high heat until edges start to brown and onions turn translucent, 3 to 5 minutes. Add garlic and cook, stirring, for 30 seconds.

Add sliced green onions and lemon zest, and toss to combine.

Add lemon juice, chicken broth, and any accumulated juices from the plate, and cook, stirring, until liquids reduce by about half, about 5 minutes.

Add cream, and bring back to a simmer. Stir in chicken, reduce heat to medium-low, and simmer until chicken is heated through and cream sauce thickens to desired texture, about 5 minutes more.