From Saveur
Arrange a rack 6 inches from the broiler element and set oven to broil. Put peppers on a baking sheet and broil, turning once, until just soft, about 5 minutes. Turn off broiler. Transfer to a rack; let cool.
In a large bowl, use a hand mixer to whip feta, oil, yogurt, parsley, zest, oregano, and egg yolks; season with salt and pepper.
Make a lengthwise cut from the stem to the tip of each pepper; scoop out seeds and ribs. Stuff each pepper with some of the feta filling.
Transfer to an aluminum foil-lined baking sheet; chill for 30 minutes.
Turn on broiler. Sprinkle peppers with grated cheese; broil peppers until cheese is golden brown and bubbly, about 6 minutes.
Transfer peppers to a platter and serve hot.
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