Prep: Preheat oven to 400°F (204°C). Set feta in the center of a large sheet of aluminum foil. Drizzle with oil and toss in the olives, tomatoes, onion, and spices. Pull up the sides of the foil and crimp them together to seal the ingredients into a pouch.
Bake: Bake for 8 to 10 minutes, or until feta has softened and tomatoes have burst. Serve warm with pita chips or sliced bread.
You can also try cooking it by throwing the foil packet on the grill for the same amount of time!