Preheat your oven to 400°F (200°C) and line a large baking sheet with parchment paper for easy cleanup.
Cut the chicken breast into 1-inch bite-sized pieces and place them in a medium mixing bowl.
Slice the zucchini into half-moons, chop the red bell pepper into 1-inch squares, and thinly slice the red onion.
In a small jar or bowl, whisk together the olive oil, fresh lemon juice, minced garlic, dried oregano, sea salt, and black pepper.
Pour the lemon-herb marinade over the chicken and vegetables, tossing thoroughly to ensure every piece is well-coated.
Spread the mixture in a single layer on the prepared baking sheet, ensuring the pieces aren't overcrowded so they roast rather than steam.
Bake for 20 to 25 minutes, or until the chicken is cooked through and the vegetables are tender and slightly caramelized.
Remove from the oven and sprinkle with the crumbled feta cheese before serving warm.