Heat 2 Tbsp. olive oil in large pan, pot or Dutch oven over medium high heat. Pat chicken dry and season to your liking with salt and pepper. Sear Chicken skin side down first for 7 minutes, flip and sear on the second side for an additional 7-10 minutes, until chicken is cooked through. Remove chicken from pan and set aside.
Add remaining 2 tablespoons of olive oil to pan, and allow to warm for about 40 seconds. Add red onion, and cook for 3 minutes, and then put the zucchini in the pan as well. cook until veggies appear tender and translucent. Put the tomatoes and olives in, and cook for an additional 2 minutes. Remove all vegetables from pan and set aside.
Lower heat to medium and put the rice in the pan, stir continuously for 40-60 seconds and then add your water or chicken stock to the pan. Bring to a boil, place a lid on and reduce to a simmer and cook for 20 minutes or until rice is tender and fluffy.
Stir in feta, and sprinkle with additional salt and pepper. Return all vegetables to the pan, and stir. Season to taste again. Add chicken back to the pan (if using a Dutch oven, feel free to broil on low for 3 minutes to crisp the skin back up). Top with dollops of fresh dill, the remaining tomatoes, a squeeze of lemon juice and Greek yogurt.