Preheat the Oven: Preheat your oven to 400°F (200°C).
Pre-Bake the Peppers: Prep the peppers by slicing off the tops, removing the seeds, and trimming the inner white ribs. Place the peppers upright in a 9x13 inch baking dish, drizzle the insides lightly with a bit of olive oil, and pre-bake for 10 to 12 minutes until slightly softened.
Sauté Aromatics: While the peppers pre-bake, heat 2 tablespoons of extra virgin olive oil in a large skillet over medium heat. Add the diced onion and cook for 4 to 5 minutes until translucent. Add the minced garlic and cook for 1 minute until highly fragrant.
Simmer Vegetables: Stir in the halved cherry tomatoes, dried oregano, sea salt, and black pepper. Cook for 2 to 3 minutes until the tomatoes just begin to soften and release their juices. Remove the skillet from the heat.
Mix the Filling: Fold the cooked rice, chopped Kalamata olives, fresh parsley, and 1/2 cup of the crumbled feta cheese directly into the skillet. Stir gently until fully integrated.
Stuff the Peppers: Remove the baking dish from the oven. Spoon the rice mixture evenly into each pre-baked pepper shell, pressing down gently to pack them tightly. Top each stuffed pepper with the remaining 1/2 cup of crumbled feta cheese.
Prepare the Pan: Pour 2 tablespoons of water or vegetable broth into the bottom of the baking dish around the bases of the peppers. Cover the dish loosely with aluminum foil.
Bake: Bake covered at 400°F (200°C) for 25 minutes. Carefully remove the foil and bake uncovered for an additional 10 minutes, or until the peppers are fork-tender and the feta on top is beautifully melted and lightly golden-brown. Serve warm!