Preheat oven to 400°F (200°C).
In a bowl whisk together the olive oil, Greek yogurt, lemon juice, salt, pepper and dried oregano. Add the chicken thighs to the bowl with the marinade and set aside in the fridge to marinate for 30 minutes.
In a large baking dish, toss potato wedges with half the olive oil, half the lemon juice, garlic, oregano, salt, and pepper.
Place chicken thighs on top of the potatoes. Drizzle with remaining olive oil and lemon juice. Sprinkle with more oregano, salt, and pepper. Tuck in bay leaves.
Bake uncovered for 40–45 minutes, basting once or twice with the pan juices.
Scatter the cherry tomato halves around the chicken and potatoes. Return to the oven for another 15–20 minutes, until chicken is golden, potatoes are tender, and tomatoes are blistered but still juicy.
Right before serving, crumble feta over the top. The warmth of the dish will soften it slightly.
Spoon pan juices over everything. Best with a crisp Greek salad and bread to soak up the sauce.