Preheat Oven to 375 degrees.
Wash peppers and place in baking dish. Pour olive oil over the peppers and bake for 35 minutes.
Remove peppers from the oven and let cool for at least 30 minutes.
After the peppers have been cooled, remove the peel and discard. Cut the peppers into 1 inch pieces and place in bowl. Add parsley, red onion, feta and toss with the oil that the peppers cooked in.