For the marinade
Wash and clean the squids well, without cutting them in the middle so as to stuff them later. Mix all the marinade ingredients. Pour the mixture over the squids and refrigerate them for 2 hours.
Fill each squid with one piece of tomato and pepper and put between them 50 g. (1.8 oz) feta cheese, which you have cut into cubes. Bake the squids on a cooking grate or on an oven's grill, over medium heat for about 30 minutes.