Preheat the oven to 425 degrees. In a baking pan, toss together all of the ingredients except the feta cheese. Bake for 20 minutes.
Raise the temperature to 475 degrees. Sprinkle the feta over the top of the chicken and zucchini and continue to bake until the chicken is cooked through and lightly golden, about 10 minutes longer. Let stand for 5 minutes before serving.