Preheat your oven broiler. Cut the bell pepper into strips and place under the broiler until the skin begins to blacken. Then place them in a closed bowl for a moment so you can easily peel off the skins, and cut the sweet flesh into pieces.
Drain the cooked lentils well and place them in a large bowl. Finely mince the red onion and roughly chop the parsley; mix both through the lentils.
Fold in the bell pepper and season to taste with olive oil, red wine vinegar, salt and pepper. Finally, crumble the feta over the salad and gently toss once.