Prepare the marinade by mixing Greek yogurt, olive oil, and lemon juice in a bowl. Add spices and mix well.
Marinate the chicken thighs in the mixture for at least 1 hour, preferably overnight.
Preheat the grill and cook the marinated chicken for 6-7 minutes on each side until the internal temperature reaches 165°F.
While the chicken is grilling, prepare the dill feta cream by mixing feta, Greek yogurt, dill, and lemon juice until smooth.
Serve the grilled chicken with dill feta cream and crispy baby potatoes.