Position a rack to the middle of the oven.
Preheat the oven to 425 degrees F.
In a medium mixing bowl, add the lemon juice, the oregano, the garlic, ¾ teaspoon of the salt, and ¾ teaspoon of the pepper and whisk to combine.
Add the olive oil to the lemon juice mixture slowly, while whisking vigorously, until it is combined and emulsified.
On a large sheet pan, add the onions, the zucchini, the bell peppers, and the tomatoes and season them generously with the extra salt and the extra pepper.
Pour about ¼ cup of the salad dressing over the vegetables and toss to coat.
Spread the vegetables out so they are evenly spaced.
Season the chicken thighs on both sides with the extra salt and the extra pepper.
Nestle the chicken thighs, the Kalamata olives, the Castelvetrano olives, and the feta between the vegetables on the sheet pan.
Drizzle the remaining dressing over the chicken mixture, making sure to coat the chicken thighs entirely.
Bake in the center rack of the oven until the chicken thighs reach an internal temperature of 165 degrees F, about 35-40 minutes.
Optionally, transfer the sheet pan to the top rack and switch the oven to broil.
Broil the chicken mixture until it becomes golden-brown, about 2 minutes. Make sure to keep a close eye on the chicken mixture so it does not burn.
Transfer the sheet pan from the oven.
Spoon the pan juice over the chicken thighs.
Serve garnished with the parsley.
