Position rack in the middle of the oven and preheat to 425°F.

Make the ladolemono dressing: whisk together lemon juice, oregano, garlic, salt, and pepper in a medium bowl. While whisking continuously, drizzle in olive oil until emulsified.

Spread onions, zucchini, bell pepper, and tomatoes on a large sheet pan. Season generously with salt and pepper, pour about 1/4 cup dressing over vegetables, toss to coat, and arrange so vegetables touch the pan surface.

Season chicken thighs with salt and pepper on both sides. Nestle chicken, olives, and feta chunks among the vegetables. Drizzle remaining dressing over everything, ensuring chicken is well coated.

Bake on the center rack for approximately 35 minutes until chicken is cooked through. For additional browning, transfer to top rack about 6 inches from broiler for a few minutes, watching carefully.

Remove from oven and spoon pan juices over the chicken. Garnish with fresh parsley and serve.