Measure and set aside 1 teaspoon of lemon juice - we'll add this to our whipped feta.
In a medium bowl, whisk together marinade ingredients. Add chicken (6) and toss to coat. Place in the fridge and allow chicken to marinate for 20-30 minutes.
Preheat oven to 400 F and prep a rimmed baking sheet.
Place chicken on the rimmed baking sheet. Add 2 remaining tablespoons of olive oil to the marinade bowl, and toss the bell peppers (2) and onions (1) in it. Nestle veggies around the chicken and pour additional marinade over the top of the chicken and veggies. Bake in preheat oven for 30-35 minutes, until chicken has reached an internal temp of 165F. Crank oven to broil, and broil until skin gets crispy.
Meanwhile make the sauce by crumbling the feta into 1" pieces and placing in a food processor, along with heavy cream (2 tablespoons), 1 teaspoon of reserved lemon juice, and dill. Process until completely smooth.
Combine sun dried tomatoes (1/2 cup), olives (1/2 cup) and pine nuts (3 tablespoons) together in a bowl, and spoon over the chicken and veggies before serving. Drizzle sauce on top or serve as a side, and enjoy!