1Place the peppers in a jar and pour in the olive oil and vinegar. Add more of each if the peppers are not covered. Allow them to marinate for about 4 hours.
2Preheat the oven to 325 degrees F (165 degrees C). Arrange the marinated peppers on a baking sheet.
3Bake for 15 to 20 minutes, until tender but not browned. Set aside to cool. In a small bowl, mix together the feta cheese and cream cheese. When peppers are cool, spoon some of the cheese mixture into each one and serve. To store, keep in a sealed container with a little bit of olive or vegetable oil.