Preheat the oven to 425°F (220°C). Mix the oil, lemon juice and garlic together in a bowl. Add salt and Dijon mustard to taste.
Put the chicken thighs in an oiled bowl. Pour 1/3 of the marinade over the top. Then, use your hands to coat the chicken with the marinade. Marinate the chicken for between 10 and 15 minutes.
As the chicken marinates, place the bell peppers, red onions, tomatoes, and zucchini on a baking sheet. Then drizzle the remaining marinade over the top. Mix all the ingredients together and toss them.
Bake for 30 minutes, placing the chicken thighs on a baking sheet.
Place the baking sheet in the oven. Add the olives, feta, and place it back into the oven for 10 to 15 more minutes. This will allow the vegetables to soften and the chicken to reach 165°F.
Before serving, sprinkle the vegetables and chicken with chopped fresh parsley.