Combine olive oil, lemon juice, minced garlic, oregano, rosemary, thyme, dried dill, basil, salt, and pepper in a small bowl and whisk well to create the marinade.
Place chicken thighs in a large bowl and pour in three quarters of the marinade, tossing to cover evenly.
Cover the bowl with plastic wrap or foil and chill in the refrigerator for 15 minutes, no longer than 2 hours.
Heat the oven to 425°F (220°C).
In another bowl, add the red onion wedges, bell pepper pieces, and zucchini rounds then toss with the remaining marinade until all vegetables are coated.
Spread the marinated vegetables out on a baking sheet in an even layer.
Remove the chicken from the marinade and tuck each piece among the vegetables on the sheet.
Bake for 20 minutes, then take out the sheet and scatter the kalamata olives, cherry tomatoes, and crumbled feta cheese over the top.
Return the sheet to the oven and cook for an additional 10 minutes or until the chicken registers 165°F internally.
Take the pan out of the oven and sprinkle chopped parsley and dill over everything.
Serve the sheet pan chicken with lemon wedges and optional sides like rice, quinoa, or potatoes.
