Preheat your oven to 425°F (220°C). In a small mixing bowl, whisk together the olive oil, freshly squeezed lemon juice, minced garlic, oregano, thyme, Dijon mustard, salt, and pepper until well blended to form the marinade.

Place the chicken thighs into a large bowl. Pour about two-thirds of the marinade over the chicken, then use your hands to toss and coat each piece thoroughly. Let the chicken marinate for 10 to 15 minutes to absorb the flavors.

Meanwhile, arrange the zucchini, bell pepper, red onion, and cherry tomatoes in a single layer on a large rimmed baking sheet. Drizzle the remaining marinade over the vegetables and toss gently to ensure even coverage.

Once the chicken has marinated, nestle the thighs between the vegetables on the baking sheet, skin-side up. Bake for 30 minutes.

Remove the sheet from the oven and scatter the kalamata olives and crumbled feta over the chicken and vegetables. Return to the oven and roast for an additional 10 to 15 minutes, or until the vegetables are tender and the chicken reaches an internal temperature of 165°F.

Sprinkle with freshly chopped parsley before serving for a bright and aromatic finish. Serve warm directly from the sheet pan.