In a bowl, combine the olive oil, lemon juice, garlic, oregano, cumin, smoked paprika, salt, and pepper. Add the chicken thighs and toss to coat well. Marinate for at least 15 minutes.
Preheat the air fryer to 390F. Place the marinated chicken thighs in a single layer and air fry for 14-16 minutes, flipping once halfway through, until cooked through with charred edges and the internal temperature reaches 165F.
While the chicken cooks, make the tzatziki by combining the greek yogurt, diced cucumber, garlic, lemon juice, dill, and salt. Stir well and refrigerate until ready to serve.
Let the chicken rest for 3-4 minutes, then slice into strips.
Assemble the bowls with a base of cooked rice, top with the sliced chicken, cherry tomatoes, cucumber, red onion, and feta cheese. Drizzle generously with tzatziki and serve with warm pita bread on the side.