Preparation

• Finely grate enough of the lemon zest to get 1/4 tsp. packed zest. Cut the lemon in half and squeeze to get 2 Tbs. of juice. Put the zest and juice in a small bowl. Whisk in the olive oil, scallion, thyme, chile, and salt and pepper to taste. Let the vinaigrette sit for at least 20 min. (or up to 12 hours in the fridge; bring to room temperature before using) to meld the flavors and soften the scallion.
• Cut the peppers lengthwise into 1/2-inch-wide strands, then cut the strands in half crosswise—you’ll need 40 pieces of pepper. Fold a piece of pepper in half and thread it onto a toothpick. Spear an olive onto the pick. Then spear either an onion or a cube of feta on the end, if using. Set the pick in a shallow serving dish. Repeat with the remaining ingredients. If not serving right away, refrigerate
• About 30 minutes before serving, give the vinaigrette a good whisk to emulsify as best you can, then drizzle it over the olive picks.