Pat your feta as dry as possible. Lightly oil the entire base of your small casserole dish, or any oven-safe baking pan.
Place your feta in the middle of your baking dish and set aside.
Heat your oil in a medium size skillet set over medium heat. Lightly saute the olives, orange segments and orange zest until fragrant. Transfer to your baking dish and pour the olive and orange mixture over the top of your feta. It is fine if some of the mixture falls directly into the pan.
Bake on the center rack of your oven until the feta is warm and soft around 15 minutes. Your feta will not melt.
Remove your baking pan from the oven and serve immediately with fresh bread and enjoy! Keep in mind that your baking dish will be very hot, so be careful!
Olives:You can use any olives you like to make this appetizer. We tend to use 3 - 4 varieties and like to includes some which are green, and some which are dark as this makes the baked feta with orange and olives more appealing.