Preheat the oven to 450°F and line two large baking sheets with parchment paper.
If using sweet potatoes- slice the sweet potatoes in half lengthwise. Drizzle the cut sides with 1 tablespoon olive oil and season with salt. Place the sweet potatoes cut-side down on the first prepared baking sheet.
If using homemade fajita seasoning- In a small bowl, combine the chili powder, cumin, smoked paprika, garlic powder, onion powder, salt, oregano, black pepper, cayenne pepper (if using), and lime zest.
Add the chicken breast strips, sliced bell peppers, and red onion to a large bowl. Drizzle with the remaining 2 tablespoons olive oil, sprinkle with the fajita seasoning, and toss until everything is evenly coated.
Spread the seasoned chicken and vegetables onto the second prepared baking sheet in an even layer, leaving some space between the ingredients to allow for even roasting.
Place the sweet potatoes on the lower oven rack and bake for 5–10 minutes before adding the chicken and vegetables to the upper oven rack. Continue roasting for approximately 18–25 minutes, rotating the baking sheets between racks halfway through for even cooking. The sweet potatoes should be fork-tender and caramelized, the vegetables lightly charred, and the chicken cooked to an internal temperature of 165°F. Remove the chicken earlier if needed to prevent overcooking.
While everything bakes, prepare the cilantro green goddess sauce. Add the Greek yogurt, avocado, cilantro, lime juice, garlic, olive oil, and salt to a blender or food processor. Blend until smooth and creamy, adding water 1 tablespoon at a time until you reach your desired consistency. Taste and adjust seasonings as needed.
Remove both baking sheets from the oven and flip the sweet potatoes cut-side up. Gently press the centers with a fork to slightly mash and open them up.
Divide the sweet potatoes, fajita chicken, and roasted vegetables between plates. Sprinkle with crumbled feta cheese, drizzle generously with the cilantro green goddess sauce, and finish with fresh lime juice and cilantro, if desired. Serve immediately and enjoy!