Create the Marinade: In a large mixing bowl, whisk olive oil, lemon juice, zest, oregano, smoked paprika, garlic powder, black pepper, and Dijon.
Combine Vegetables & Legumes: Add zucchini, red bell pepper, red onion, and chickpeas; toss to coat.
Incorporate the Protein: Add chicken; toss well. Marinate 5 minutes.
First Air Fry: Preheat air fryer to 390°F (200°C). Arrange chicken, bell pepper, and onion in a single layer (cook in 2 batches if crowded). Air-fry 8 minutes, shaking halfway.
Final Air Fry: Add reserved zucchini, chickpeas, cherry tomatoes, and Kalamata olives to the basket; toss gently with par-cooked items. Air-fry 6–8 minutes, until chicken reaches 165°F (74°C) and vegetables are tender-crisp. Discard any leftover marinade that contacted raw chicken—do not pour it over cooked food.
Finish and Serve: Transfer to a platter/bowls; top with feta and dill. Serve hot.