Marinate the chicken: In a bowl, whisk olive oil, lemon zest and juice, garlic, oregano, cumin, smoked paprika, salt, and pepper. Add chicken and toss to coat.
Cover and refrigerate for at least 30 minutes and up to 8 hours.
Cook the grains: While the chicken marinates, cook quinoa, brown rice, or farro according to package directions. Fluff and set aside.
Make the sauce: Stir together yogurt, tahini, lemon juice, and garlic. Thin with water until creamy and drizzleable.
Season with salt and pepper.
Prep the veggies: Dice cucumber and bell pepper, halve tomatoes and olives, slice red onion, and chop herbs. Keep each component separate for easy assembly.
Cook the chicken: Grill over medium-high heat 5–7 minutes per side (165°F/74°C internal), or sear in a hot skillet 5–6 minutes per side. Rest 5 minutes, then slice.
Assemble the bowls: Add a base of grains.
Top with chicken, cucumber, tomatoes, onion, bell pepper, olives, and feta. Spoon over the yogurt-tahini sauce. Finish with fresh herbs, capers if using, and a squeeze of lemon.
Adjust to taste: Add a drizzle of olive oil, more salt, or extra lemon if needed.
Serve warm or at room temperature.