Add the chicken to a baking dish with the olive oil and yogurt. Season with salt, pepper, and oregano. Add the juice of 2 lemons and add the squeezed lemon pieces to the dish as well. Add the garlic. With clean hands, massage the mixture well to evenly distribute the spices. Let the chicken marinate in the fridge for at least 1 hour or up to overnight. (If you don't let it marinate for 1 hour it will still be delicious but not as tender.)
Preheat the oven to 400F (200C)
Bake, uncovered, for 45 minutes to 1 hour depending on the size of the thighs. The chicken is done when a meat thermometer inserted in the thickest part of a piece of chicken registers 165F (74C).
If you want to crisp up the skin you can put it under the broiler for the last few minutes of cooking, but keep a close eye on it as it can burn quickly.
Enjoy the chicken on salad, mashed potatoes, in wraps, with rice, or with any side you like.