Preheat the oven to 400°F (200°C) and line a large sheet pan with parchment paper or lightly grease it with olive oil.
Prep the seasoning mix. In a small bowl, combine paprika, chili powder, cumin, pepper, and salt.
Roast the sweet potatoes first. Add diced sweet potatoes to the sheet pan. Drizzle with 1 tbsp olive oil and sprinkle with about half of the seasoning mix. Toss well to coat. Spread into an even layer and roast for 20 minutes.
Add the veggies and chicken. After 20 minutes, remove the sheet pan from the oven. Add the Brussels sprouts, red onion, and cubed chicken. Drizzle with 1–2 tbsp olive oil and sprinkle on the remaining seasoning mix. Toss everything together until evenly coated.
Roast again. Return the sheet pan to the oven and bake for another 15 minutes, or until chicken is cooked through (165°F/74°C internal temp) and veggies are tender.
Finish with hot honey. Remove the pan from the oven and immediately drizzle with honey. Add sliced jalapeños and sprinkle feta cheese over the top.
Broil. Switch the oven to broil and cook for 2–3 minutes, just until the feta softens and the honey slightly caramelizes.
Serve and enjoy. Divide into 4 equal portions for meal prep or serve immediately for a family-style dinner.
