Preheat your oven to 375°F (190°C). Cut the tops off the bell peppers and scoop out the seeds and membranes. Arrange them in a baking dish and brush the outside with a drizzle of olive oil.
In a mixing bowl, combine the crumbled feta, crushed walnuts, lemon zest, minced garlic, dried oregano, and a splash of olive oil. Stir everything together until well mixed. Taste and season with salt and pepper as needed.
Spoon the filling mixture into each hollowed-out pepper, pressing gently to pack the filling tightly and fill evenly to the top.
Once all peppers are filled, drizzle a little olive oil over the top of each, then place them in the oven to bake uncovered for about 25-30 minutes, until the peppers are tender and the filling is golden and slightly bubbling.
Remove the peppers from the oven and let them rest for a few minutes. The filling should be fragrant, and the peppers should be soft but hold their shape.
Serve the stuffed peppers warm, garnished with extra lemon zest or fresh herbs if desired, and enjoy their vibrant, textured interior.
