Mix all marinade ingredients together. Add chicken and coat evenly.
Refrigerate chicken in marinade at least an hour or up to 24 hours.
Heat a large oven-proof skillet to medium-high. Preheat oven to 475F.
Remove chicken from marinade and lightly pat dry with a towel. Grease skillet with nonstick spray, then add chicken in, leaving room between each thigh so that the chicken can brown properly. Discard marinade.
Sear for about 4-5 minutes, or until that side of the chicken is golden brown. Flip chicken and place lemon slices throughout the skillet so they caramelize while cooking. Place skillet in oven.
If using bone-in thighs, bake for 10-12 minutes, or until internal temperature of the chicken reaches 165F.
If using boneless thighs, bake for 7-10 minutes, or until internal temperature of the chicken reaches 165F.
Remove chicken from oven and let rest for at least 5 minutes before serving. Sprinkle evenly with parsley and feta.