Preheat oven to 425°F (220°C). Spray a 9 x 13-inch baking dish with nonstick cooking spray.
Season the chicken with a little bit of salt and pepper to taste. Don't add too much salt, since the teriyaki sauce also has salt in it.
Place the broccoli, bell peppers, and onions in the bottom of the prepared dish. Drizzle with about 1 tablespoon of olive oil, season with a little bit of salt and pepper to taste, and toss to coat.
Add the chicken to the dish, pour the teriyaki sauce over top, and toss to coat.
Cover the dish with foil and bake for 15 minutes. Uncover, gently stir the veggies, and return the dish to the oven uncovered for 10-15 more minutes, or until a meat thermometer reads 165°F when inserted into the center of a chicken breast. If you’re using larger chicken breasts or chicken thighs you will need to extend the cooking time by about 10-15 minutes. For a more charred, crisp finish on the chicken, transfer the dish to the broiler for the final 1-2 minutes. Just keep a close eye on it as the sauce can burn quickly.
Serve the chicken, vegetables, and sauce over rice. Garnish with sliced green onions and toasted sesame seeds, if desired.