In a large mixing bowl, mix together the onion, bell pepper, tomato, olives, oregano, feta, parsley, lemon juice and zest, and olive oil. Season with salt and pepper, to taste.
Peel the cucumbers partially, leaving thin strips of skin going down the entire length of the cucumber. Trim the ends of the cucumbers and cut each cucumber into 1-inch thick slices. Scoop out the center of each slice with a melon baller, leaving a shell of flesh.
Scoop about 1 tablespoon of the Mediterranean salad into the cucumber cups. Garnish with additional parsley and feta, if desired.