Add the olive oil, lemon juice, dried oregano, Dijon mustard and salt to a mixing bowl and whisk to combine.
Add the chicken, zucchini, tomatoes, red onion, chickpeas, and olives to the bowl and toss to coat everything in the marinade.
In a single layer, (in batches as needed for smaller baskets), transfer the chicken and vegetables to the air fryer basket and cook 400°F about 10 minutes, shaking the basket 2 to 3 times, until the chicken is browned and the vegetables are tender.
Top with feta cheese and chopped dill and serve right away.