Mix up the marinade and add about ¾ of the mixture to a ziploc bag with the chicken. Marinade for 30 minutes under refrigeration. (I have made this in a hurry before with no time to marinade, just pouring the marinade over the top of everything, and it was still delicious!)
Preheat oven to 425°
Spread veggies out over the pans and spoon remaining marinade over them, tossing to coat
Nestle each chicken thigh into the veggies
Bake at 425° for 40 minutes, remove from oven, and sprinkle feta cheese over the sheet pans
Return to oven for 15-20 minutes or until chicken is cooked through