Cut 1/3 of each pepper off lengthwise and scoop out the seeds. Place on a baking sheet. If peppers do not sit flat on the baking sheet, slice a thin piece off the bottom of the pepper so it will not roll around.
Mash the feta, cream cheese, shredded cheese, cilantro, and onion together and stuff the peppers with the mixture. Roast for 15 to 18 minutes, or until the peppers are tender and the cheese is brown at the edges and bubbly.