Preheat your oven to 475° F. Line a large rimmed baking sheet with parchment paper.
In a mason jar, mix together the olive oil, oregano, salt & pepper and garlic. Set aside.
Slice your feta cheese into thick strips.
On your baking pan, toss together the tomatoes, bell peppers and feta with 2 tbs of the dressing mixture to coat.
Spread everything out and add the 4 lemon halves (skin side up) to the pan. Roast for 17 minutes. Allow to cool 5 minutes.
Juice the roasted lemons into the remaining dressing and shake all to mix.
Toss the roasted goodies with the cucumber, olives and red onion. Transfer everything to a large platter. Drizzle the dressing and dill on top.
