Lightly grease a baking sheet with nonstick cooking spray. Preheat an oven to 375 degrees.
Lay your chicken breasts out onto the pan. Spread out onion, cherry tomatoes, zucchini, and olive out onto the pan, surrounding the chicken. Sprinkle pepperoncinis on top of the chicken.
In a small bowl, whisk together olive oil, garlic, white wine vinegar, lemon juice, oregano, basil, cumin, salt, and paprika. Drizzle over chicken and veggies. Give veggies a toss to coat with the olive oil mixture.
Bake at 375 degrees for about 35 minutes, or until chicken reaches an internal temperature of 165 degrees F. When finished, sprinkle with feta cheese.