Combine olive oil, lemon juice, garlic, oregano, rosemary, thyme, dill, basil, salt, and pepper in a small bowl and whisk together.

Place chicken thighs in a large bowl and add three-quarters of the marinade, coating thoroughly. Cover and refrigerate for 15 minutes up to 2 hours.

Preheat oven to 425°F.

Combine red onion, bell pepper, and zucchini in a medium bowl with the remaining marinade. Toss until coated and spread on a lined baking sheet.

Remove chicken from marinade and nestle the pieces into the vegetables on the sheet pan.

Bake for 20 minutes. Remove from oven and add Kalamata olives, cherry tomatoes, and feta cheese around the chicken.

Return to oven and cook another 10 minutes until chicken reaches 165°F internally.

Remove from oven, garnish with fresh parsley and dill, and serve with lemon wedges.