Preheat oven to 400°F and grease or line a large baking sheet. (If marinating the chicken, wait to preheat the oven until the chicken is nearly ready.)
Place the chicken thighs in a large bowl. Add 2 tablespoons of the oil, vinegar, lemon juice, oregano, salt, and pepper and toss to combine. Marinate in the refrigerator for at least 4 hours.
Add the bell peppers, onion, asparagus, and tomatoes to the bowl with the marinated chicken. Add the fresh dill and remaining 2 tablespoons oil. Toss to combine.
Spread the chicken and vegetables in an even layer on the prepared baking sheet and bake for 25 minutes.
Remove the pan from the oven. Add the olives and sprinkle the chicken and vegetables with the feta cheese. Return the pan to the oven for another 10-15 minutes, until the chicken is cooked through and the vegetables are soft.
Garnish with basil and dill, and serve!
Notes
Marinating the chicken is not necessary but is recommended for the most flavorful chicken!
Artichoke hearts, zucchini, yellow squash, and mushrooms would all be great in this recipe as well!