Preheat oven to 425°F and line a large sheet pan with parchment paper.
In a large bowl, whisk together olive oil, lemon juice, minced garlic, oregano, salt, and pepper.
Add chicken pieces, zucchini, cherry tomatoes, bell pepper, and red onion to the bowl and toss until everything is well coated.
Spread the chicken and vegetables in a single layer on the prepared sheet pan, making sure not to overcrowd.
Roast for 30-35 minutes, stirring halfway through, until chicken is cooked through and vegetables are tender and lightly charred.
Remove from oven and immediately sprinkle with crumbled feta cheese and fresh parsley before serving.