In a small baking tray, combine the olives and olive oil. Bake covered or uncovered for 45 minutes.
Using a colander, separate the olives from the olive oil and store all but 1 tablespoon of olive oil in a glass jar to use at a later date. The olive oil will keep for 1 month.
Allow the olives to slightly cool. When cool enough to handle, stuff the olives with small amounts of feta cheese. You can do this with your finger or a chopstick.
Place the stuffed olives into a small bowl and dress with 1 tablespoon of the reserved oil, rosemary, garlic, red pepper flakes and lemon zest and juice. Mix to combine.
Serve immediately while the olives are still warm.