Heat the oven to 350F / 180C, with a rack in the center. In a baking dish, just large enough to arrange the olives in a single layer, combine them with the peppers, garlic, lemon peel, olive oil, gin, oregano, and thyme. Give a good toss.
Bake for about 30 minutes, carefully jostling once or twice along the way. Remove from oven, sprinkle with the feta cubes, and let cool for a few minutes before serving.
