Preheat the oven to 425 degrees.
Add the potatoes, carrots, and red onion to a 9x12 baking dish. Drizzle with 3 tablespoons olive oil and season with 1 teaspoon salt and ½ teaspoon black pepper. Toss to coat.
Roast the vegetables for 25 to 30 minutes.
While the vegetables roast, add the chicken thighs to a bowl. Pour in ¼ cup olive oil, Dijon mustard, lemon juice, garlic, thyme, ½ teaspoon salt, and ½ teaspoon black pepper. Toss until coated.
Remove the pan from the oven. Layer the lemon slices over the vegetables, then add the chicken thighs on top.
Return to the oven and bake for another 25 to 30 minutes, or until the chicken reaches an internal temperature of 165 degrees.
Finish with lemon zest, extra thyme, and feta cheese if desired. Serve warm.