Coat the bottom of a casserole dish with olive oil. Halve and seed the bell peppers. put in a single layer, face up in the dish.
Remove excess fat from the chicken thighs, and cut into 1 inch pieces. in a bowl, combine chicken pieces with lemon juice, spices, salt and black olives. place this mixture into the open peppers. Don't worry if some spills out.
Sprinkle with crumbled feta cheese and bake, uncovered, for 1 hour at 400°F.