Preheat and Prepare the Marinade: Preheat the oven to 425°F. In a small bowl, whisk together the extra-virgin olive oil, lemon juice, garlic, dried oregano, thyme, paprika, Dijon mustard, salt, and pepper.
Pound the Chicken Breasts: Pat each chicken breast dry. Lay a piece of plastic wrap on a large cutting board and place the chicken breasts on top, evenly spaced. Cover with another piece of plastic wrap. Using a meat mallet, pound each chicken breast to an even ¼ to ½ inch thickness, then remove the top layer of plastic wrap.
Marinate the Chicken: Place the chicken breasts in a bowl and pour ⅔ of the marinade on top. Using plastic gloves or tongs, toss the chicken to ensure it is well-coated. Marinate the chicken for 15 minutes or longer while you prepare the vegetables.
Prepare the Vegetables: While the chicken is marinating, spread the zucchini, red onion, and cherry tomatoes onto a baking sheet. Drizzle the remaining marinade over the vegetables and toss to coat.
Bake the Chicken and Vegetables: Add the marinated chicken breasts to the baking sheet, nestling them around the vegetables. Bake for 25 minutes.
Add the Olives and Feta: Remove the baking sheet from the oven and sprinkle the olives and feta over the chicken and vegetables. Return to the oven and bake for an additional 5–10 minutes, or until the vegetables are softened and the chicken is cooked through.
Serve and Enjoy: Remove from the oven and serve immediately.