Preheat oven to 350 degrees F (175 degrees C). Mix water, onion, olive oil, balsamic vinegar, Dijon mustard, garlic, black pepper, cayenne pepper, and salt together in a roasting dish. Add chicken; turn until well coated with mixture. Bake in the preheated oven until an instant-read thermometer inserted into the thickest part of the thigh,…