Drizzle olive oil on a cast-iron skillet or lined baking sheet (note: crispy chicken will result best from using a cast-iron skillet)
Lay chicken thighs on the skillet
In a bowl, whisk together za’atar, cayenne, salt, black pepper, olive oil, and lemon juice (this will be your marinade).
Coat chicken thighs with this marinade.
Lay thin slices of lemon flat on the skillet between the pieces of chicken.
Lay 2-3 cloves of garlic on the skillet as well.
Place in oven and roast at 400 degrees F for 20 minutes.
Remove after 20 minutes and drizzle juice in a skillet on top of chicken once more (almost like basting).
Meanwhile, create the feta yogurt sauce by combining ingredients listed above in a bowl. Mix well and set aside.
Place skillet back in the oven. Roast for another 10 minutes.
Turn off the oven. Set to boil on high. Broil for 5 minutes.
Remove from oven and garnish with freshly chopped parsley (optional) and drizzle the feta yogurt sauce over the chicken. Serve immediately!