Whisk together olive oil, lemon juice, minced garlic, oregano, rosemary, thyme, dried dill, basil, salt, and pepper in a small bowl to create the marinade.
Place the chicken thighs in a large bowl and pour in three-quarters of the marinade, tossing to fully coat the chicken.
Cover the bowl with plastic wrap or foil and chill in the refrigerator for 15 minutes but not longer than 2 hours.
Set your oven to preheat at 425°F (220°C).
In another bowl, combine the red onion wedges, chopped red bell pepper, and zucchini rounds with the leftover marinade and mix well until the veggies are evenly coated.
Spread the marinated vegetables evenly on a baking sheet.
Nestle the marinated chicken thighs among the vegetables on the sheet.
Bake the chicken and veggies for 20 minutes.
Take the baking sheet out; scatter kalamata olives, cherry tomatoes, and sprinkle crumbled feta cheese over everything.
Return the baking sheet to the oven and continue cooking for an additional 10 minutes, or until the chicken's internal temperature hits 165°F.
Once done, remove from the oven and garnish with fresh parsley and dill.
Serve this hearty sheet pan meal with sides like rice, quinoa, or potatoes, or enjoy it on its own with lemon wedges for squeezing.