Preheat the broiler or grill. Grill (or, if using a broiler, broil on a baking sheet two inches from the heat) the peppers, turning them several times, until they are softened and the skins are blistered and charred, about 15 minutes. Immediately place them in a large ceramic or glass bowl and cover the bowl tightly with plastic wrap. Let them "sweat" for 15-20 minutes; then, keeping them whole, peel off the skins.
Combine all remaining ingredients except the olive oil and process in a food processor until smooth. Stuff the peppers with the feta mixture as compactly as you can. Arrange them on a serving platter, drizzle with the olive oil, and refrigerate for at least one hour before serving. This is especially wonderful with a crusty peasant bread and a very dry white wine.