Preheat and Prep: Preheat the oven to 400°F. Line a large sheet pan with parchment for easier cleanup or spray with cooking spray.
Make the Marinade: In a small bowl, whisk together the olive oil, lemon juice, garlic, oregano, salt, and pepper.
Assemble the Sheet Pan: Add the potatoes, onion, bell pepper, and zucchini to the sheet pan. Pour over half the marinade and toss to coat well (use your hands or tongs to make sure everything is evenly coated) and spread evenly over the pan.
Roast: Roast for 10 minutes, or until the potatoes are beginning to soften but are still too firm to eat.
Remove from the oven, toss the veggies, then scoot them to the side.
Add the chicken to the other side of the pan, drizzle with the remaining marinade, tossing to coat the chicken in the marinade. Return the oven and roast for 15-20 additional minutes, stirring halfway through, or until the chicken is cooked through and the potatoes are golden and tender.
Optional: Broil for 2-4 minutes to caramelize the tomatoes and brown the edges.
Serve and Finish: Stir in the cherry tomatoes to warm through, then serve with feta on top.
Optional to serve: chopped parsley, prepared tzatziki.