Preheat the oven to 400°F (200°C) and line a large sheet pan with parchment paper for easy cleanup.
In a small bowl, whisk together the olive oil, lemon juice, minced garlic, oregano, salt, and pepper.
Place the chicken thighs on the parchment-lined sheet pan and pour half of the marinade over them, ensuring they're well coated.
Add the cherry tomatoes, red onion wedges, bell pepper slices, and zucchini around the chicken on the sheet pan. Drizzle the remaining marinade over the vegetables and toss gently to coat.
Scatter the Kalamata olives across the pan, ensuring they're evenly distributed.
Bake in the preheated oven for 25-30 minutes, or until the chicken reaches an internal temperature of 165°F (75°C) and juices run clear, and the vegetables are tender.
Once done, remove the sheet pan from the oven. Let the dish rest for a few minutes, then crumble feta cheese over the top and garnish with fresh parsley and diced cucumber.
Serve directly from the sheet pan for a rustic presentation or transfer to a serving platter.
Notes
Serve directly from the sheet pan for a rustic presentation.