Preheat your oven to 425°F (220°C). Line a large sheet pan with parchment paper or lightly grease it with olive oil.

In a small bowl, whisk together the lemon juice, lemon zest, olive oil, minced garlic, oregano, thyme, paprika, salt, and black pepper to create the marinade.

Place the chicken thighs in a large mixing bowl. Pour half of the marinade over the chicken and toss to coat evenly. Let the chicken marinate while you prepare the vegetables.

In another bowl, combine the baby potatoes, red onion wedges, red and yellow bell peppers, and zucchini slices. Drizzle the remaining marinade over the vegetables and toss to coat.

Spread the marinated vegetables evenly onto the prepared sheet pan. Nestle the chicken thighs skin-side up among the vegetables.

Roast the sheet pan in the preheated oven for 35-40 minutes, or until the chicken reaches an internal temperature of 165°F (74°C) and the vegetables are tender and caramelized.

In the last 5 minutes of roasting, scatter the Kalamata olives over the sheet pan to warm them through.

Remove the sheet pan from the oven and sprinkle the crumbled feta cheese over the chicken and vegetables.

Garnish with fresh parsley before serving. Serve the chicken and vegetables directly from the sheet pan for an easy family-style presentation.