Gather all ingredients. Preheat the oven to 400 degrees F (200 degrees C). Line a 9x5-inch loaf pan with parchment paper.
Whisk together yogurt, lemon zest, lemon juice, olive oil, garlic, oregano, salt, paprika, dill, and pepper in a large bowl. Add chicken and toss to coat.
Layer chicken thighs in the prepared loaf pan, then insert 3 to 4 bamboo skewers vertically through the layers to hold the chicken together. Scrape any remaining yogurt mixture over the chicken.
Bake until chicken is browned and tender and an instant-read thermometer inserted into the center registers 170 degrees F (77 degrees C), 1 hour and 10 minutes.
Let stand for 10 minutes.
Drain liquid from the loaf pan. Place chicken on a cutting board. Remove skewers and slice against the grain.
Arrange chicken, pitas, tzatziki, tomato, and red onion on a platter for people to assemble their own gyros.
