Preheat oven to 425°. In a small bowl whisk together olive oil, lemon juice, and all seasonings.
Add zucchini, bell pepper, red onion, tomatoes, and olives to a large bowl. Pour in half the marinade and toss to coat.
Spread veggies onto a lined sheet pan. Nestle chicken thighs onto the pan and season lightly with extra salt and pepper if desired.
Add cubes of feta all over the pan, then drizzle everything with remaining marinade. Bake for 25–30 minutes or until chicken is cooked through and veggies are tender. Broil 3–5 minutes at the end for crispy edges.
Garnish with fresh parsley and serve with pita bread, low-carb tortillas, and tzatziki!
