Preheat the oven to 425°F.
In a large bowl, whisk together the oil, lemon juice, orange juice, garlic, oregano, Dijon mustard, salt, and pepper.
Place the chicken thighs in the bowl with the marinade and let marinate for at least 30 minutes.
Place the zucchini, bell pepper, red onion, and tomatoes in the bottom of a large cast iron skillet or oven-proof pan. Add the chicken thighs over the veggies, and bake for 35 minutes.
Remove the skillet/pan from the oven, add the olives and feta and then place it back in the oven for another 10 to 15 minutes, or until the vegetables are softened and the chicken is cooked through to 165°F.
Finish with fresh chopped fresh parsley. Enjoy!