In a medium mixing bowl, whisk together 3 tablespoons of extra-virgin olive oil, 3 tablespoons lemon juice, 2 tablespoons balsamic vinegar, minced garlic, dried tarragon (if using), oregano, paprika, salt, and black pepper to make the marinade.
Add the boneless chicken thighs to the bowl, turning to coat each piece thoroughly in the marinade. Let the chicken rest for at least 15 minutes at room temperature or refrigerate for up to 2 hours for deeper flavor.
While the chicken marinates, halve the baby potatoes, slice the red onion into strips, seed and slice the bell peppers, and slice the whole lemon into thin rounds.
Preheat your oven to 425°F (220°C). Spread the baby potatoes in a single layer on a sheet pan. Drizzle with olive oil and season with salt and pepper. Roast the potatoes for 15 minutes to start softening them.
Remove the sheet pan from the oven. Nestle the marinated chicken thighs among the potatoes. Scatter the sliced red onion, bell peppers, lemon slices, and Kalamata olives around the pan. Drizzle any remaining marinade over everything.
Return the sheet pan to the oven and roast for 25-30 minutes, or until the chicken reaches an internal temperature of 165°F and the potatoes are tender. Halfway through, use tongs to gently turn the chicken and stir the vegetables for even cooking.
Once out of the oven, sprinkle crumbled feta and fresh chopped parsley over the entire pan. Serve with dollops of cool tzatziki sauce, a side of diced tomatoes, cucumbers, and red onion salad, and warm naan bread.
