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Place the capsicums in the oven or on a grill and char the skins until blackened. Leave to cool and discard the skins, do not wash the capsicums as it washes away the flavours. Keep any juices that accumulate.
Place the walnuts in a pan and toast until fragrant. Leave to cool.
Heat 1 Tbsp of the olive oil in a pan and add the finely chopped onion and crushed garlic. Cook until soft.
Stir in the paprika flakes and cook for another minute or so.
Put the walnuts in a food processor and process until fine. Add the capsicum, remaining olive oil, red wine vinegar and salt. Process until fine and smooth, adding juice from the capsicums if necessary.
Crumble in the feta cheese and stir in or mix in with a couple of pulses of the food processor.
Taste and adjust seasoning.
Place on a serving plate and serve at room temperature.
Can be made up to 5 days in advance and stored in an airtight container in the fridge.