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1. Preheat the oven to 425°F.
2. In a small bowl, whisk together the oil, lemon juice, garlic, oregano, thyme, Dijon mustard, salt and pepper to make the marinade.
3. Place the chicken thighs in a large bowl and pour 2/3 of the marinade on top. Toss the chicken with your hands until it’s well coated. Let sit for 10 to 15 minutes.
4. Spread the zucchini, bell pepper, red onion and tomatoes across the baking sheet.
5. Place the chicken thighs on the baking sheet, drizzle the remaining marinade on top, toss it altogether and bake for 30 minutes.
6. Remove the baking sheet from the oven, sprinkle the dish with feta cheese, then place it back in the oven for another 10 to 15 minutes, or until the chicken is golden and fully cooked.