Wash and dry Peppers.
Cut top of Peppers, and remove the seeds.
Place washed Peppers into a baking pan.
Pre-heat over at 180 degrees..and bake or grill (whichever is easier for yofor about 30 minutes on each side. (If your going to grill the peppers 15 minutes on each side is more than enough, then again this all depends on the oven.)
The easiest way to peel the peppers is if you place them in a plastic zip lock bag for about 5 to 10 minutes and move them around. Let them cool off before starting the peeling process. Peel peppers starting from top and continue towards the bottom
Place Peppers into a dish and top off with Olive Oil, Feta Cheese, and Oregano.