Zest enough of the lemon to measure 1 teaspoon; cut the lemon in half and reserve.
Add the olive oil to a medium saucepan over medium-high heat. Once the oil is hot, add the lemon zest, garlic, oregano and 1/2 teaspoon kosher salt. Cook, stirring to combine, for a little bit for the garlic to toast. Add the rice and stir until the rice is coated and slightly toasted, about 30 seconds. Pour in 1 1/2 cups of water and bring the mixture to a boil. Reduce the heat to low, cover and cook until the rice is fluffy and all the water is absorbed, about 15 minutes. Fluff the rice with a fork and set aside, covered, until ready to use.
Slice the top 1/2 inch off of the bell peppers and hollow them out by removing the ribs and seeds. Place them standing cut-side up in a 9-by-13-inch baking dish. (Discard the tops or save for another use.)
Add the lentils, tomatoes, parsley, rice, 1 cup of the feta, the juice of one of the lemon halves, 1/2 teaspoon kosher salt and black pepper to taste in large bowl. Toss to combine. Adjust the seasoning.
Scoop the rice and lentil mixture into the peppers. Sprinkle the remaining 1/4 cup feta over the top. Sprinkle with some more black pepper. Bake until the feta is starting to brown and the peppers have softened, 30 to 35 minutes. Drizzle with a little more oil, sprinkle with flaky salt and top with a squeeze of the remaining lemon half. Serve immediately.