On a gas range, roast the pepper directly over medium-high flames, rotating with tongs every few minutes until softened and charred on both sides (approximately 15 minutes).
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Or bake on a sheet pan at 450°F for 15 minutes until browned on both sides. Place the charred pepper in a basin and wrap securely in plastic.
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Allow 10 minutes while working elsewhere. Peel the charred skin and finely cut the pepper into bite-sized pieces once it cools.
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In a medium salad bowl, combine pepper, tomatoes, cucumber, parsley, and shallot. A generous pinch of kosher salt.
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Add vinegar and 2 tablespoons olive oil. Mix. Serve the salad on a plate. Olives with feta cheese on top. Serve.
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