Preheat the oven to 400F.
Zest both lemons. Cut one lemon into thin slices. Juice the other lemon. Set aside.
Over medium high heat, heat the remaining 2 tbsp of olive oil in a large skilletl. Add the onion and sauté for 2-3 minutes, till just starting to soften. Add the garlic and saute another minute. Add the cayenne and oregano and stir to coat.
Add the thyme, parsley and salt and pepper to taste. Adjust if you would like more cayenne or oregano at this point as well.
Add 1/2 of the lemon zest, and 2 tbsp of lemon juice. Stir.
Place the baking dish (or cast iron skillet) onto a baking sheet for easy transportation.
Place each pepper in the baking dish, top with a lemon slice and pour in the stock around them. (if you cut the 'hats' off the tops of the peppers, place these alongside each pepper)
Cover tightly with foil. Bake for 50-55 minutes, until the pepper itself is soft. For even softer peppers, add another 5-10 minutes. If you cut the peppers in half and filled them, the cooking time will be less. Start checking after 40 minutes.
Remove the baking sheet and pan from the oven carefully. Uncover the peppers, remove the lemon slices with a fork and top each pepper with 2 tbsp or so of the feta cheese and then sprinkle with 1/2 tbsp of the parmesan and the remaining lemon zest.
Serve with some of the simmering stock and a spoon!
I actually like the stock that the peppers were simmering in. Chances are that some of the stuffing has fallen into it, and you may have a really tasty bowl of soup for lunch the next day!
I use chicken stock or a combo of chicken stock and tomato juice. I have even been known to use Bloody Caesar mix if there is some in the fridge!!
If there is leftover filling (which there may be depending on how many peppers you were stuffing, the filling can be frozen for the next time you are stuffing peppers. Or you can deliberately add the filling to more stock or bone broth and create a zesty and flavourful soup!