Heat oven to 400° F. Heat 1 tablespoon of the oil in a large skillet over medium-high heat. Season the chicken with the cumin, cayenne, and 1/2 teaspoon salt. Cook until browned, 3 to 4 minutes per side. Transfer to a baking sheet and roast until cooked through, 6 to 7 minutes.
Return the skillet to medium heat and add the remaining tablespoon of oil. Add the onion and bell pepper and cook, stirring, until soft, 6 to 8 minutes.
Meanwhile, thinly slice the collard leaves crosswise. Add to the skillet along with 1/2 teaspoon salt and 1/4 teaspoon pepper. Cook, tossing, until just tender, 2 to 3 minutes. Serve with the chicken.
Substitution: If you can’t find collard greens at the market, Swiss chard or spinach will work just as well.