Turn on the oven, set the temperature to 200°C.
Slice the pepper into thin strips (first remove the skin if it’s still on). Put the strips in a mixing bowl.
Peel, then thinly slice the onion, add to the bowl.
Slice the olives too, add these to the bowl.
Add the oregano and oil, mix well (you can add 1 garlic clove minced too, if you like or large pinch of chilli flakes to spicy it up).
Crumble the feta on top, season with salt and pepper, then gently combine.
Unroll the pastry and cut it into equal squares. Spoon a large spoonful of the mixture in the middle of each square, then roll back the edges to create a crust all around. Spread the filling evenly up to the crust.
If you like the crust shiny – whisk the egg in a small bowl and brush the edges with the egg-wash.
Transfer them to a wire rack to cool - then serve (warm or at room temperature).