Preheat your oven to 425°F (218°C). Line a large baking sheet with parchment paper or a silicone mat for easy cleanup.
Pat the chicken dry with paper towels. This helps the skin crisp up and reduces excess moisture.
In a small bowl, whisk together olive oil, lemon juice, minced garlic, oregano, paprika, thyme, red pepper flakes, salt, and pepper. This is your bright, tangy marinade.
Rub about two-thirds of the mixture over the chicken thighs, then arrange them on the sheet pan skin-side up. Save the rest for coating the vegetables later.
Scatter the cherry tomatoes, olives, zucchini, bell pepper, and red onion around the chicken. Drizzle the remaining marinade over the vegetables and toss lightly to coat.
Place the sheet pan in the oven and bake for 25–30 minutes, until the chicken reaches an internal temperature of 165°F (74°C) and the vegetables are tender.
If you want a touch more color and extra crispness, switch the oven to broil for the last 2–3 minutes. Keep a close eye so nothing burns.
Remove from the oven. If using feta, sprinkle it over the hot vegetables and chicken while everything is still warm, so it slightly melts. Garnish with chopped parsley and serve with lemon wedges.