1. Preheat your oven to 375°F (190°C). Lightly grease a 9×13-inch baking dish with olive oil.
2. In a large skillet over medium heat, add the olive oil. Once shimmering, add the chicken pieces and season with salt and pepper. Cook until browned on all sides, about 5-7 minutes. Remove the chicken and set it aside.
3. In the same skillet, add the onion and garlic. Sauté until the onion is translucent and fragrant, about 3-4 minutes.
4. Add the red and yellow bell peppers to the skillet and cook for another 5 minutes until they begin to soften.
5. Stir in the cherry tomatoes, olives, oregano, and thyme. Cook for an additional 2 minutes to allow the flavors to meld.
6. Return the chicken to the skillet and mix well. Transfer the mixture to the prepared baking dish.
7. Sprinkle the feta cheese evenly over the top of the chicken and vegetable mixture.
8. Bake in the preheated oven for 25-30 minutes, or until the chicken is cooked through and the top is golden. The aroma will remind you of bustling markets and sunlit kitchens.
9. Remove from the oven and drizzle with lemon juice. Garnish with fresh parsley before serving.

Cooking with intuition, much like my grandmother did, is key here. Feel free to adjust seasoning and herbs to your liking. This recipe is forgiving and encourages a bit of creativity.