Preheat the grill to medium then place the pepper halves directly underneath and turn frequently until the skin begins to brown. Remove from the heat and peel and discard any charred skin. Arrange the bread on a baking tray.
Bake the bread for 5 to 7 minutes, making sure it remains soft on the inside. Remove from the oven.
Spread a little pesto over the bread slices. Top with peppers and sprinkle with crumbled feta cheese. Serve.