Combine chicken, beans, tomatoes, 2 tablespoons of the Greek seasoning and 1 teaspoon of the paprika in slow cooker; add broth and 1 cup water. Cover; cook on HIGH for 4 hours or LOW for 6 hours.
When there is 1 hour cook time remaining, heat oven to 425 degrees F. In a large roasting pan, toss together 2 teaspoons of the Greek seasoning, 1 teaspoon paprika, zucchini, onion, fennel, garlic and olive oil. Roast at 425 degrees F for 35 minutes, stirring twice. Stir in lemon juice, oregano and zest.
Remove chicken; shred into bite-size pieces. Discard bones and stir chicken back into slow cooker. Stir in vegetables, remaining 1 teaspoon Greek seasoning and salt; cook an additional 15 minutes. Sprinkle with feta cheese, if desired.