Cut the shallots in half and place spaced apart on a baking tray. Brush them with olive oil and season with salt.
Roast in a 200 C / Gas 6 oven for about 30 minutes or until soft.
By hand, coarsely chop the peppers and the cooked onions. Crumble feta cheese and add it to the pepper and onion mix. Add the remaining olive oil and thyme leaves. Stir well, then serve.