Preheat the oven to 400°F (200°C). Pat the chicken thighs dry using paper towels to help them brown during baking. Season both sides of the chicken generously with salt and pepper and set aside.
In a large mixing bowl, combine the zucchini rounds, halved cherry tomatoes, sliced red onion, minced garlic, and kalamata olives. Drizzle the mixture with olive oil and lemon juice. Sprinkle in the dried oregano, thyme, paprika, and additional salt and pepper. Toss until the vegetables are evenly coated.
In a 9×13-inch baking dish, spread half of the vegetable mixture across the bottom of the dish. Place the seasoned chicken thighs on top. Evenly distribute the remaining vegetables over and around the chicken.
Transfer the baking dish to the oven and bake, uncovered, for 25 minutes. Remove from the oven and sprinkle the crumbled feta cheese evenly over the contents. Return the dish to the oven and continue baking for an additional 10 minutes, or until the chicken reaches an internal temperature of 165°F (74°C) and the feta begins to turn golden brown.
Remove the dish from the oven and allow it to rest for 5 minutes before serving. Garnish with fresh basil leaves, if desired, and serve warm.
