Preheat and prep. Heat the oven to 400°F (200°C). Pat the chicken thighs dry with paper towels.
Season both sides with salt, pepper, paprika, and half the oregano.
Sear the chicken. Heat the olive oil in a large oven-safe skillet over medium-high heat. Place the thighs skin-side down and cook until the skin is deep golden and crisp, about 6–8 minutes. Flip and cook 2 more minutes.
Transfer to a plate.
Sauté aromatics. Reduce heat to medium. If the pan is dry, add a splash more oil. Add the onion and cook until softened, 3–4 minutes.
Stir in the garlic and cook 30 seconds, just until fragrant.
Wilt the spinach. Add the spinach in batches, stirring until it wilts down, 2–3 minutes. Season with a pinch of salt and the remaining oregano.
Make the filling. Take the pan off the heat. Stir in the feta, lemon juice, lemon zest (if using), red pepper flakes, and Greek yogurt if you want it creamier.
Taste and adjust salt and pepper.
Assemble. Spread the spinach-feta mixture evenly in the skillet. Nestle the chicken thighs on top, skin-side up, along with any juices from the plate.
Bake. Transfer the skillet to the oven and bake 15–18 minutes, or until the thickest part of the thighs reaches 165°F (74°C).
Rest and garnish. Let the chicken rest 5 minutes. Sprinkle with chopped parsley or dill and serve with lemon wedges.