In a large bowl, combine 2 tablespoons olive oil, lemon juice, garlic, and oregano. Whisk until combined then add chicken thighs and toss to coat. Cover bowl with plastic wrap and let marinate in the refrigerator for at least 15 minutes and up to 2 hours.
When you’re ready to cook the chicken, preheat oven to 425°. In a large ovenproof skillet over medium-high heat, heat remaining tablespoon olive oil. Season both sides of marinated chicken with salt and pepper, then add chicken skin-side down and pour in the remaining marinade.
Sear until the skin becomes golden and crispy, about 10 minutes. Flip chicken and add asparagus, zucchini and lemons to the skillet.
Transfer pan to oven and cook until the chicken is cooked through and the vegetables are tender, about 15 minutes.