Preheat the oven to 400°F (200°C) and lightly coat a 9x13 inch rimmed baking sheet or ceramic baking dish with non-stick spray or olive oil.
In a large mixing bowl, combine the cubed chicken, sliced zucchini, halved cherry tomatoes, red onion wedges, and Kalamata olives.
In a separate small whisking bowl, emulsify the olive oil, lemon juice, minced garlic, oregano, thyme, paprika, salt, and pepper.
Pour the herb-oil emulsion over the chicken and vegetable mixture, tossing thoroughly to ensure even distribution of seasonings.
Transfer the mixture to the prepared baking dish, spreading it into a single layer to ensure uniform heat contact.
Bake uncovered for 25 minutes in the center rack of the oven.
Remove the dish briefly to sprinkle crumbled feta cheese evenly over the top.
Return to the oven for an additional 10 minutes, or until the chicken reaches an internal temperature of 165°F (74°C) and the zucchini is fork-tender with slightly caramelized edges.
Garnish with fresh parsley and an optional squeeze of fresh lemon before serving.