Pre-heat oven to 200 degrees Celsius/ 390 degrees Fahrenheit
Cut the capsicums and onion into thick wedges.
Cut the feta cheese into large cubes
Place the chicken thighs and the cut vegetables into a large bowl
In small bowl, combine the oregano, garlic, salt, pepper and olive oil and stir until combined
Pour the olive oil mixture into the large bowl with the chicken thighs and vegetables. Toss to make sure all the chicken and vegetables are coated in the olive oil mixture
Place the chicken mixture into a large baking dish or a rimmed baking tray and place in the oven. Make sure the chicken is skin side up on the tray. You will also want the vegetables to be at the bottom of the tray. Some juices may collect in the cooking process so it is better if there is a small rim on the tray or dish.
Add the olives, feta and lemon wedges around the chicken pieces. Try not to place them on top of the chicken skin.
Place baking tray into the oven and cook for 30 minutes, then increase the temperature to 220 degrees Celsius/430 degrees Fahrenheit for a further 10-15 mintues or until the skin is golden brown.
NOTE: THIS IS BASED ON THE INGREDIENTS WE USED, NUTRITIONAL INFORMATION MAY VARY DEPENDING ON THE INGREDIENTS USED.