Preheat oven to 375 degrees F (190 degrees C). Cut the tops off of the bell peppers and remove the seeds and membranes. Rinse peppers under cold running water and drain.
In a medium saucepan, bring 2 cups of water to a boil. Add wild rice, reduce heat to low, cover, and simmer for 30 minutes.
In a medium bowl, combine cooked wild rice, sun-dried tomatoes, onion, feta cheese, olive oil, oregano and salt and pepper. Mix well.
Stuff each pepper with the wild rice mixture. Place in an 8x8 inch baking dish. Pour 1/4 cup of water into the dish.
Bake in preheated oven for 45 minutes or until peppers are tender.