Preheat oven to 400°F (200°C). Line a large sheet pan with parchment paper or lightly grease.
In a small bowl, whisk together olive oil, garlic, lemon juice, oregano, paprika, salt, and pepper.
Place chicken, zucchini, bell pepper, and onion on the sheet pan. Drizzle with the olive oil mixture and toss to coat evenly.
Spread everything out in a single layer.
Bake for 20–25 minutes, flipping chicken halfway through, until chicken is cooked through (165°F / 74°C) and vegetables are tender.
In the last 5 minutes of baking, scatter cherry tomatoes over the pan.
Remove from oven, top with olives and feta cheese.
Garnish with fresh parsley before serving.