Preheat the oven to 425°F (220°C). Line a large sheet pan with parchment paper or aluminum foil.
In a small bowl, whisk together soy sauce, honey, rice vinegar, water, sesame oil, minced garlic, grated ginger, and cornstarch until smooth. Set aside.
Place the chicken thighs on the prepared sheet pan. Brush about half of the teriyaki sauce evenly over the chicken.
In a large bowl, toss the red bell pepper, yellow bell pepper, zucchini, and broccoli florets with 1 tablespoon olive oil, salt, and black pepper to taste.
Arrange the vegetables around the chicken on the sheet pan in a single layer.
Drizzle the remaining 1 tablespoon olive oil over the vegetables and season with additional salt and pepper if desired.
Bake in the preheated oven for 20 minutes.
Remove the sheet pan from the oven and brush the chicken with the remaining teriyaki sauce.
Return to the oven and bake for an additional 10 minutes, or until the chicken is cooked through (internal temperature reaches 165°F/74°C) and the vegetables are tender.
Remove from the oven and let rest for 5 minutes before serving.