Heat oven to 400° F.
Drizzle 1/2 tablespoon of the oil in a roasting pan. Remove the zest from the lemon in thin strips; set aside.
Thinly slice the lemon. Place half the slices in the pan. Rinse the chicken and pat it dry with paper towels. Place it on top of the lemon slices and season with 1/8 teaspoon of the salt.
Slice each zucchini in half lengthwise, then slice each half into 1/4-inch-thick half-moons. In a bowl, combine the zucchini, parsley, pepper, and the remaining oil, lemon slices, and salt; toss. Spread the zucchini mixture around the chicken and sprinkle the Feta over the top. Roast until the chicken is cooked through, 20 to 25 minutes. Transfer it to a cutting board and cut each piece into thirds. Divide the chicken, zucchini mixture, and lemons among individual plates and sprinkle with the zest.
Tip: For an almost effortless side dish that can cook while the chicken is in the oven, make boiled new potatoes, white rice, or couscous.