Step 1: Set up the grill for direct grilling and preheat to high. When ready to cook, place the peppers directly in the embers and grill until the skins are charred on all sides, 4 to 6 minutes per side (16 to 24 minutes in all), turning with tongs. (Or you can do this directly on the grill grate.) Transfer the hot peppers to a large plate and let stand until cool enough to handle. Peel the peppers and discard the charred skins, seeds, and stems. Quarter the peppers lengthwise and arrange them attractively on a platter.
Step 2: In a small skillet, heat 2 tablespoons of the olive oil. Add the garlic and pine nuts and cook over moderate heat until golden, about 4 minutes. Stir in the currants and capers. Remove from the heat and stir in the remaining 1/4 cup of olive oil. Let cool to room temperature. Whisk in the vinegar and stir in the parsley and feta; season with salt and pepper. Pour the dressing over the peppers and serve.