Set your oven to 400°F (200°C).
In a small bowl, whisk together olive oil, lemon juice, minced garlic, oregano, basil, smoked paprika, cumin, salt, and black pepper.
Place chicken breasts in a large bowl or ziplock bag. Pour half of the marinade over the chicken and let it sit for 15 minutes (or up to 2 hours in the fridge for deeper flavor).
In a 9x13-inch baking dish, arrange zucchini slices, diced bell pepper, onion, and cherry tomatoes. Drizzle with the remaining marinade and toss to coat. Nestle the marinated chicken breasts among the vegetables.
Cover the dish with foil and bake for 25 minutes. Remove the foil and bake for an additional 10-15 minutes, or until the chicken reaches an internal temperature of 165°F (75°C) and the vegetables are tender.
Sprinkle with feta cheese (if using) and fresh parsley. Serve hot.
