Cut the leeks into pieces about 4″ (10 cm) long. Cut them off from one side with a sharp knife and carefully remove the insides, so that you have hollow cylinders left.
Steam cook the cylinders for several minutes.
Grate the feta cheese in a bowl, add the cream cheese, a little sour cream, to make it easier to fill the cylinders.
Season with salt and black pepper. Use a small spoon to fill the leeks with this mixture. Pour olive oil on top and serve.