Preheat oven to 400 degrees Fahrenheit. Line a large sheet pan with parchment paper.
In a bowl, mix olive oil, lemon juice, garlic, oregano, thyme, paprika, salt, and pepper until well combined.
Add chicken to the marinade and coat each piece fully. Let it rest for 10 to 20 minutes if time allows.
Wash and cut potatoes, bell pepper, and onion into even pieces. Place them on the sheet pan. Drizzle with a little oil and lightly season with salt and pepper. Toss gently.
Spread vegetables into a single layer. Place marinated chicken on top. Pour any extra marinade over everything.
Bake for 30 to 35 minutes. Stir vegetables halfway through cooking to help them brown evenly.
Check that chicken is fully cooked and potatoes are soft. Remove from oven.
Sprinkle feta cheese over the hot dish and finish with fresh parsley before serving.