In a large frying pan over a medium heat, warm the oil and cook and stir the onion for 5 minutes until soft.
Add pepper and courgette and cook for about 10 minutes stirring occasionally until the vegetables are soft. Season with cumin, turmeric, salt and pepper and set aside.
For the yoghurt sauce:
While the vegetables are cooking prepare the yoghurt sauce by mixing the yoghurt, lemon juice, garlic and chives in a small bowl. Season with salt and pepper.
Place pitta breads under the grill to warm them up. Remove from the heat, open and spread the inside with the yoghurt sauce. Fill with fried vegetables and feta slices. Spoon some more yoghurt sauce on top and serve immediately.