Preheat the oven to 400°F.
Slice the zucchini, halve cherry tomatoes, and slice the red onion.
Season the chicken with olive oil, paprika, oregano, thyme, garlic, salt, and pepper.
Arrange the zucchini, tomatoes, onion, olives, and garlic in a 9x13 baking dish.
Nestle the seasoned chicken pieces on top of the vegetables.
Drizzle olive oil and lemon juice evenly over the dish.
Bake uncovered until the chicken reaches 165°F, about 35–40 minutes.
Add crumbled feta during the last few minutes if desired.
Broil briefly for a lightly golden top.
Serve warm with couscous, rice, salad, or crusty bread.