Heat the oven to 425 degrees. Coat a large rimmed baking sheet with nonstick cooking spray.
Place the chicken on the pan. Combine the oil, garlic, oregano, 1 teaspoon salt and pepper in a large bowl. Lightly brush over the chicken.
Add the red bell pepper, onion, zucchini and lemon to the remaining oil mixture and toss to coat. Place around the chicken.
Bake for 30 minutes and then sprinkle with the cheese and olives. Continue baking an additional 10 to 15 minutes or until the chicken is no longer pink in the center and the vegetables are tender.
Meanwhile, combine the sour cream, cucumber, lemon juice, ½ teaspoon minced garlic, and ¼ teaspoon salt in a small bowl. Serve the chicken and vegetables with the sauce.