Preheat a gas or charcoal grill to medium-high (about 400°F). Let the cream cheese sit out for at least 20 minutes so it's fully softened before mixing.
Halve each mini pepper lengthwise through the stem and use a paring knife to scrape out the seeds and white membrane. Leave the stems on.
In a bowl, mash the softened cream cheese with a fork until smooth. Fold in the crumbled feta, minced garlic, lemon zest, oregano, and black pepper. Mix until combined but still slightly textured.
Spoon or pipe the filling into each pepper half, mounding it slightly above the rim.
Brush the pepper skins lightly with 1 tablespoon olive oil and season with kosher salt.
Arrange the peppers filling-side up on a grill tray or oiled grates. Close the lid and grill over medium-high heat for 8–10 minutes, until the pepper skins are blistered and the filling looks glossy and slightly puffed.
Remove from the grill as soon as the filling turns golden at the edges. Drizzle with honey if using, scatter with fresh oregano, and serve warm.