Preheat the oven to 400 degrees F (200 degrees C), and grease an 8x8-inch oven-safe dish. Sprinkle orzo over the bottom of the prepared pan.

Combine olive oil, mustard, Greek seasoning and chicken in a resealable plastic bag, seal, and move the chicken pieces inside the bag until evenly coated with seasoning.

Place seasoned chicken in an even layer over orzo in the prepared pan. Sprinkle cherry tomatoes, bell pepper, zucchini, olives, and 1/4 cup crumbled feta evenly over chicken.

In a small bowl, stir together chicken broth and Greek yogurt and pour over the dish, submegring chicken and orzo.

Bake in the center of the preheated oven until chicken is no longer pink at the center and juices run clear, 35 to 40 minutes. An instant read thermometer inserted near the center of chicken should read 165 degrees F (74 degrees C).

Remove from the oven and stir in remaining crumbled feta, parsley, and lemon juice. Taste; season with salt and pepper. Cover with foil, and let stand 10 to 15 minutes.

Garnish with parsley and lemon slices, if desired, and serve warm.