Heat the olive oil in a large skillet over medium heat. Season the chicken thighs with salt, pepper, oregano, and smoked paprika.
Add the seasoned chicken thighs to the skillet and cook for about 5-7 minutes on each side, or until golden brown and cooked through (internal temperature should reach 165°F). Remove the chicken from the skillet and set aside.
In the same skillet, add the sliced onion and minced garlic. Sauté for 2-3 minutes until the onion becomes translucent.
Add the chopped bell pepper and diced zucchini to the skillet. Cook for an additional 5 minutes, stirring occasionally until the vegetables are tender.
Stir in the halved cherry tomatoes and Kalamata olives, cooking for another 3 minutes until the tomatoes begin to soften.
Return the cooked chicken to the skillet, allowing it to heat through and combine with the vegetables for 2 more minutes.
Sprinkle the crumbled feta cheese over the chicken and vegetables, and remove from heat.
Garnish with chopped fresh parsley and serve with lemon wedges on the side for an extra burst of flavor.