Preheat the oven to 350°F.
Place the block of Feta in a small casserole dish. Ideally the dish should be just a little bigger than the block.
In a small bowl, combine the oil, olives, peppers, lemon juice and oregano. Mix and pour this over the Feta. Gently lift the block so a bit of the mixture goes beneath it.
Bake in the preheated 350°F oven until the oil is bubbling and the edges and top of the Feta are golden, 15 to 20 minutes. (If this amount of time passes, and the top is not golden, place it under the broiler briefly — 30 seconds or so.)
Serve immediately with small toasts or something similar.