Preheat the oven to 425°F and line a large sheet pan with parchment paper to prevent sticking and simplify cleanup after cooking. Arrange the oven rack in the center position so the chicken and vegetables roast evenly from all sides.
Pat the chicken thighs dry thoroughly with paper towels, then coat them with olive oil, smoked paprika, garlic powder, Italian seasoning, onion powder, salt, and black pepper until fully covered with seasoning.
Toss the broccoli, bell peppers, zucchini, red onion, and baby potatoes with olive oil, salt, and black pepper in a large mixing bowl so every vegetable is evenly coated before roasting.
Spread the vegetables across the sheet pan and place the seasoned chicken thighs between them, leaving enough space for airflow so the ingredients roast instead of steam.
Roast for 30 to 35 minutes, stirring the vegetables halfway through cooking, until the chicken reaches 165°F internally and the vegetables develop caramelized edges.
Let the sheet pan rest for a few minutes, then finish with fresh parsley and lemon juice before serving warm.