Shishito peppers are small Japanese sweet peppers; they're skinny and slightly twisted. They're picked young, while still green and only about three inches long. When growing my own I've never had a spicy one in the bunch, but when I've purchased them, about one in 10 peppers turns out to be hot. Also, I find that the smaller the peppers are, the less of a chance they'll be spicy. Of course, the most wonderful thing about these little peppers is their flavor — slightly smoky and sweet with a hint of bitterness.
They are delightful simply pan-sautéed with a little olive oil, served as a nibble or a side vegetable. But here, I serve them with feta, olives, and fresh thyme for a delectable hors d'oeuvre.
If you can't find shishito peppers at your farmers' market, look for them in Asian specialty stores — especially Korean markets, where you'll find them labeled as "twist peppers."
Make a small slit in each pepper with a paring knife. (This will prevent them from bursting when they cook.) Heat a large heavy-bottomed skillet over medium-high heat and line a tray with paper towels. When the pan is hot, add the oil and peppers and toss well. Sauté until golden brown and blistered, tossing only occasionally, for 4-5 minutes. Transfer to the paper towels and season with salt, to taste. Set aside.
Place the feta, olives, and roasted peppers in a wide bowl. Sprinkle with the thyme. Drizzle with the olive oil and gently turn the ingredients over with a spatula, being careful not to break the feta cubes. Let marinate at room temperature, for at least 30 minutes or up to 1 hour before serving.