Get ready: Position a rack in the middle of your oven and heat it to 425°F.
Make the ladolemono Greek salad dressing. In a medium mixing bowl, add the lemon juice, oregano, garlic, salt, and pepper and whisk vigorously to combine. Use a stick blender and add the olive oil slowly.
Take chicken thighs and place in plastic bag and add Ladolemono dressing and marinate for up to 24 hours
Remove thighs from marinade and place on sheet pan. Add all veggies to marinade bag and mix well. Spread out on a large sheet pan, spread the onions, zucchini, bell pepper, potatoes, and tomatoes. Season well with salt and pepper. Nestle chicken within with chicken lying on sheet pan surface.
Add the remaining ingredients. Season the chicken on both sides with salt and pepper. Nestle the chicken, olives, and chunks of feta in between the vegetables and drizzle with the remaining ladolemono sauce, making sure the chicken especially is covered with the sauce.
Bake. Bake on the center rack of your heated oven until the chicken is cooked through, about 35 minutes. For more color, transfer the chicken to the top rack about 6 inches away from the broiler. Broil for a couple of minutes, watching closely to make sure the chicken and vegetables gain some color but do not burn.
Finish and serve. Remove from the oven and spoon the pan juice all over the chicken. Garnish with the parsley and serve.