Preheat the oven to 350℉. Grease or spray a rimmed baking sheet.

Separate the stems from the leaves of the Swiss chard and chop both, keeping the piles separate. I chop the stems into bite-size pieces and slice the leaves down the center, lengthwise, and then into 2 to 3-inch strips.

In a large bowl, toss the chard stems and sliced onion with 1 tablespoon of the olive oil. Season with pepper to taste, and spread evenly over the prepared baking sheet. (I omit salt in this recipe as the feta offers sufficient saltiness; if you prefer more, you may always salt at the end.)

Bake in the preheated oven until the chard stems have softened and the onion is starting to brown, about 15 minutes. Remove from the oven and stir.

In the bowl you used to toss the stems and onions, toss the chard leaves and the sliced pepper with 2 tablespoons of olive oil and a few more grinds of the pepper mill. (I find this easiest to do with my clean hands.) Sprinkle the leaves and peppers over the stem mixture, and then scatter the feta cheese over top.

Return to the oven, and bake until the leaves are beginning to crisp and the feta is starting to turn golden, about 20 minutes. You may broil for a minute or so at the end to add an extra hint of crispiness to the leaves and golden brown color to the feta. Just watch very closely so as not to burn.

Remove from the oven, sprinkle with the optional walnuts, and enjoy. Any leftovers will lose their crisp edges but are still delicious.