Heat the oven: Preheat to 425°F (220°C). Line a large sheet pan with parchment for easy cleanup or lightly oil it.
Make the marinade: In a large bowl, whisk olive oil, lemon zest and juice, garlic, oregano, thyme, smoked paprika, salt, and pepper.
Season the chicken: Pat the chicken thighs dry.
Add them to the bowl and toss well to coat. Let sit while you prep the vegetables, or marinate up to 30 minutes for extra flavor.
Toss the veggies: In a separate bowl, combine potatoes, red onion, and bell pepper with a drizzle of olive oil, a pinch of salt, and pepper. If you like, spoon a tablespoon of the marinade over them.
Start the potatoes first: Spread the potatoes, onion, and pepper on the sheet pan.
Roast for 10 minutes to give the potatoes a head start.
Add the chicken: Remove the pan from the oven. Nestle the chicken thighs, skin side up, among the vegetables. Spoon any remaining marinade over the chicken.
Return to the oven for 20 minutes.
Add tomatoes and olives: Pull the pan out, scatter cherry tomatoes and Kalamata olives around the chicken, and roast another 10–15 minutes, until the chicken reaches 165°F (74°C) in the thickest part and the potatoes are tender and golden.
Optional crisping: For extra-crispy skin, broil on high for 1–2 minutes, watching closely.
Finish and serve: Sprinkle with feta and fresh parsley or dill. Squeeze a little extra lemon over the top, taste, and adjust salt if needed. Serve straight from the pan.