Preheat your oven to 425°F (220°C).
In a mixing bowl, combine olive oil, minced garlic, lemon juice, lemon zest, oregano, paprika, salt, and pepper to create a marinade.
Add the chicken thighs to the marinade, ensuring they are well coated. Let them marinate for about 10 minutes while you prepare the vegetables.
On the sheet pan, spread out the sliced bell pepper, zucchini, cherry tomatoes, and red onion. Drizzle with a little olive oil and season with salt and pepper.
Place the marinated chicken thighs on top of the vegetables on the sheet pan.
Bake in the preheated oven for 35-40 minutes, or until the chicken reaches an internal temperature of 165°F (75°C) and the vegetables are tender.
If desired, broil for an additional 2-3 minutes for crispier skin.
Remove from the oven and let it rest for 5 minutes before serving.