Preheat the oven to 200°C (390°F) and place the oven rack in the middle.
Spread the onions, bell peppers, and cherry tomatoes in an oven-safe dish. Sprinkle with 1 tsp. oregano, red pepper flakes, and some fresh thyme. Drizzle with a little olive oil.
Place the feta on top of the vegetables. Season with the remaining oregano, red pepper flakes, and thyme. Generously drizzle olive oil over the feta and lightly coat the sides of the dish with some oil.
Bake on the middle rack for 20-30 minutes, until the feta softens and the vegetables are slightly roasted.