Core the peppers, clean them of their seeds and roast in the oven, then put them in a bag for about 30 min. to soften. Remove their skins.
Smear a small oven dish with oil, sprinkle with flour and arrange peppers. Pour on half of the mixture of eggs and crumbled feta cheese you've prepared ahead of time. Arrange peppers again, then pour on the rest of the mixture.
Sprinkle with a little oil. Bake until ready.