Preheat your oven to 400°F (200°C).
In a large baking dish, arrange the chicken breasts in a single layer.
In a large bowl, combine the sliced zucchinis, diced bell peppers, sliced red onion, minced garlic, cherry tomatoes, and kalamata olives.
Drizzle the olive oil over the vegetables and sprinkle with oregano, basil, paprika, salt, and pepper. Mix well to ensure the vegetables are evenly coated.
Distribute the vegetable mixture around and over the chicken breasts in the baking dish.
Squeeze the juice of one lemon over the chicken and vegetables.
Sprinkle crumbled feta cheese evenly across the top.
Cover the baking dish with aluminum foil and bake for 25 minutes.
Remove the foil and continue baking for an additional 15-20 minutes, or until the chicken is cooked through (reaches an internal temperature of 165°F/75°C) and the vegetables are tender.
Once done, remove the dish from the oven and let it rest for a few minutes.
Garnish with freshly chopped parsley before serving.