Preheat oven to 400°F (200°C).
In a large mixing bowl, whisk together olive oil, lemon juice, minced garlic, dried oregano, salt, and pepper.
Add chicken cubes, zucchini slices, cherry tomatoes, and red onion to the bowl and toss until evenly coated with the marinade.
Spread the mixture in a single layer on a large rimmed baking sheet or in a 9x13 inch baking dish.
Bake for 20 to 25 minutes, or until the chicken reaches an internal temperature of 165°F (74°C) and the vegetables are tender.
Remove from oven, sprinkle with kalamata olives, crumbled feta cheese, and fresh parsley before serving.