We rinse the feta, drain and cut it into about 1 finger thick pieces. If the feta is too salty for your taste, soak it in a bowl of water for about 5-10 minutes prior to cooking.
Place the feta and thyme sprigs in a bowl. We pour over the olive oil, reserve 2-3 tablespoons for later use and cover the bowl. We place it in the fridge for about 15-20 minutes.
In the meantime remove the stem and seeds from the pepper. Rinse, drain and slice it into round pieces.
We may use either a pan or medium sized cast iron pots, for individual servings.
Either way, brush with the reserved olive oil and place the feta pieces. We add on top pepper slices and sprinkle with some thyme and pepper to taste.
Grill in the oven for about 10-15 minutes, until golden brown.
Remove from the oven and serve the feta “saganaki” warm.