Spread 1 1/2 tablespoons zhug sauce over each piece of chicken. Allow to marinate in the refrigerator for at least 1 hour. Remove from fridge about 30 minutes before cooking so chicken is at room temperature.
Remover the outer leaves from artichokes to expose the core leaves and hearts. Cut artichokes into quarters. Put them into a bowl, cover with water, and add lemon juice. Mix artichokes around and set aside.
Preheat the oven to 400 degrees F (200 degrees C).
Place marinated chicken into a deep baking dish. Drain artichokes and add them around the chicken, pushing them down to keep them from being exposed and drying out. Top with olives and sun-dried tomatoes.
Bake, uncovered, until chicken is no longer pink in the center and the juices run clear, about 45 minutes. An instant-read thermometer inserted into the center should read at least 165 degrees F (74 degrees C).
