Preheat an outdoor grill for medium heat, and lightly oil the grate.
Slice off the top of each tomato. Use a spoon to hollow out the inside. Sprinkle the cavities with pepper. Rub the olive oil onto the outside of the tomatoes, coating well. Fill each tomato evenly with the feta cheese.
Place tomatoes on preheated grill. Cook until tomatoes are soft and wrinkled, and cheese is hot, about 15 minutes.
