In a mixing bowl, combine olive oil, oregano, garlic powder, salt, and pepper to create the marinade. Add chicken thighs and marinate for at least 30 minutes.

Heat a skillet over medium-high heat, and cook marinated chicken thighs for 5 to 7 minutes on each side until golden brown and cooked through.

Prepare tzatziki by mixing Greek yogurt, feta cheese, lemon juice, minced garlic, salt, and pepper in a bowl until smooth.

Slice cooked chicken into strips. Warm pita bread, spread tzatziki, add chicken, cherry tomatoes, cucumber, and red onion, then roll tightly.

Serve immediately while warm.