How to bake frozen chicken without setting off fire alarms?
If I understand you correctly, you're putting frozen chicken thighs in a glassware dish that's been sprayed with Pam and then putting that into a 350F oven. 

Since the chicken will take quite a while to thaw and begin emitting juices that will cool the dish, that dish is going to rise to 350F fairly quickly.  350F is hot enough to begin smoking with many oils. Not sure about Pam's smoke point, but I would bet that if you looked in the oven when the smoke alarm is going off, you'll see smoke rising from the pan itself, not the chicken or the oven. 

Solution: Thaw the chicken before cooking or apply oil to the chicken but not the pan.