Preheat oven to 450°. Cut bell peppers in half lengthwise; remove seeds and membranes. Brush exteriors lightly with a little olive oil and place, cut side down, on a baking sheet. Roast for 20-25 minutes, until well blackened. When cool, remove and discard skins; slice peppers into 2-inch strips. (You can also blacken peppers over a gas flame, holding with tongs and rotating.)

Combine peppers, remaining olive oil, feta, and olives in a large bowl. Toss gently to coat completely. Add onion, garlic, vinegar, oregano, and salt and pepper to taste; toss again. Pour lemon juice over mixture. Refrigerate at least 3 hours.