Preheat the oven to 450°F (230°C).
Line a baking sheet with parchment paper or foil. Cut the red bell peppers in half lengthwise and remove the seeds and membranes.
Place the pepper halves cut side down on the baking sheet and drizzle lightly with olive oil.
Roast the peppers in the preheated oven for 20 minutes, or until the skins are blistered and charred.
Remove the peppers from the oven and transfer them to a heatproof bowl. Cover the bowl tightly with plastic wrap and let the peppers steam for 10 minutes to loosen the skins.
Once cooled, peel the skins off the peppers and discard the skins.
In a food processor, combine the peeled roasted red peppers, crumbled feta cheese, Greek yogurt, 2 tablespoons olive oil, lemon juice, minced garlic, black pepper, and salt.
Process until the mixture is smooth and creamy, scraping down the sides as needed.
Transfer the whipped feta and roasted red pepper dip to a serving bowl.
Serve immediately with pita chips, fresh vegetable sticks, or use as a spread.