Pre-heat the oven to 425°F.
Cut one third of each pepper off lengthwise and scoop out the seeds. Place on a baking sheet. If the peppers do not sit flat on the baking sheet, slice a thin piece off the bottom of the peppers so that they will not roll around.
Mash the feta, cream cheese, shredded cheese, cilantro and onion together and stuff the peppers with the mixture. Roast for 15-18 minutes, or until the peppers are tender and the cheese is brown at the edges and bubbly.