Preheat the oven to 230°C with the rack in the middle. In a large bowl, whisk together the olive oil, lemon juice, minced garlic, oregano, salt, and pepper. Add the chicken and marinate in the fridge for 10 minutes and up to 2 hours.
Prepare 4 large sheets of baking paper. Pile ¼ of the zucchini on each paper and add some shallot rings on top, and sprinkle with salt and pepper.
Place a chicken thigh on top of the vegetables and spoon 2 Tbsp of marinade onto the chicken. Top with ¼ of the olives and cherry tomatoes.
Bring the edges of the baking paper together and tightly fold the edges, making sure each packet is tightly sealed by turning and crimping the edges. Place the packets in a single layer on a baking tray, and bake for 15-20 minutes or until the chicken is cooked through.
Use a sharp knife to cut open the packets as soon as they’re cooked. Serve in the parcels with steamed vegies.
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