Preheat the oven to 425°F (220°C). In a small bowl, whisk together the olive oil, lemon juice, minced garlic, dried oregano, dried thyme, Dijon mustard, kosher salt, and black pepper.
Place the chicken thighs in a bowl and pour two-thirds of the marinade over them. Toss until evenly coated and let marinate for 10 to 15 minutes.
Spread the zucchini, yellow bell pepper, red onion, and tomatoes onto a baking sheet. Drizzle with the remaining marinade and toss to coat evenly.
Nestle the marinated chicken thighs among the vegetables on the baking sheet and bake for 30 minutes.
Remove the baking sheet from the oven, add the kalamata olives and feta cheese, and return to the oven for 10 to 15 minutes, until the vegetables are tender and the chicken registers an internal temperature of 165°F.
Garnish the chicken and vegetables with chopped fresh parsley before serving.