Preheat the oven to 425°F. Line a large rimmed baking sheet with parchment paper or lightly grease it.
Make the teriyaki sauce: In a small saucepan over medium heat, whisk together the soy sauce, honey, rice vinegar, sesame oil, minced garlic, and grated ginger. Bring to a simmer. In a small bowl, mix the cornstarch and water to make a slurry. Stir the slurry into the sauce and cook for 1-2 minutes, stirring constantly, until the sauce thickens. Remove from heat and set aside.
Prep the chicken and vegetables: Pat the chicken thighs dry with paper towels and season both sides with salt and pepper. Cut the broccoli into bite-sized florets. Chop the bell peppers into chunks. Drain the pineapple if using canned.
Bake the chicken first: Place the chicken thighs on the prepared baking sheet in a single layer, leaving space around each piece. Brush the tops with about one-third of the teriyaki sauce. Bake for 10 minutes.
Add the vegetables: Remove the pan from the oven. In a large ziplock bag, combine the broccoli, bell peppers, pineapple, vegetable oil, and another third of the teriyaki sauce. Seal and shake to coat evenly. Arrange the vegetables around the chicken in a single layer on the sheet pan.
Continue baking. Return to the oven and bake for another 15-20 minutes, until the chicken reaches an internal temperature of 175°F and the vegetables are tender with some caramelized edges. Glaze and finish: Remove from the oven and brush the chicken with the remaining teriyaki sauce. Gently toss the vegetables in any pan juices to coat them.
Sprinkle with sesame seeds and sliced green onions. Serve hot over rice, noodles, or quinoa.