In a medium-sized bowl, add all of the marinade ingredients and mix to combine. Place the chicken in a large freezer bag, and pour ½ of the marinade on top.
Place in the refrigerator for at least 30 minutes.
While the chicken is marinating, prep the vegetables.
Spray a large baking sheet with non-stick spray.
Place the zucchini, peppers, onions, and tomatoes on the baking pan. Pour the remaining marinade on the vegetables and toss to combine. Preheat the oven to 420 degrees F.
Add the chicken to the vegetable baking pan.
Bake for 30 minutes.
Remove the pan from the oven, add the olives and sliced lemons. Place the pan back in the oven for 15 to 20 minutes.
Garnish the chicken and vegetables with feta cheese and fresh parsley.