Pour the olive oil on the asparagus and sprinkle with salt and pepper. Turn the asparagus to coat it then set aside.
In a medium bowl combine the olive oil, vinegar, garlic cloves, oregano, and honey. Mix well to combine.
Add in the red peppers, onions, and cheese and toss to coat.
Heat a gas grill to medium high heat.
Place the asparagus on the grill and cook for 5-7 minutes, turning occasionally, until it begins to get grill marks. Remove to a plate.
Pour the marinated vegetables over top of the asparagus and sprinkle with feta. Serve immediately.