Preheat oven to 400°F (200°C).

Cut feta into chunks and place on a baking sheet. Add tomatoes, onion, and broccoli to the baking sheet. Drizzle with oil, season with oregano and some salt/pepper and toss until everything is evenly coated.

Slice half of the lemon(s) and add the slices to the baking sheet. Reserve the remaining lemon for later.

Bake for 15-20 minutes.

Squeeze juice from remaining lemon onto the vegetables and serve.