Cut the feta into 2cm cubes, peel the lemon zest into thick strips with no pith, and pick the thyme leaves. Place the feta into the first jar, layering it up with strips of lemon zest, thyme leaves, a little sea salt and a good pinch of black pepper. Top up oil to cover, then seal the jar.
For the olives, use a pestle to split and slightly crush the coriander seeds in a mortar. Add to the second jar and squeeze in the lemon juice. Add the olives, chilli and bay leaves. Season with a little sea salt and a good pinch of black pepper. Top up with oil to cover, then seal the jar.
Char the peppers over a direct flame on the hob until blackened. Pop in a bowl and cover with clingfilm for 5 minutes. Add the unpeeled garlic to the third jar with the rosemary, a good pinch of sea salt and black pepper, and the vinegar.
When the peppers are cool enough to handle, peel off the skin, deseed and slice into 4cm-wide strips. Add to the jar and gently mix. Top up with oil to cover, then seal the jar.
All will keep for up to 2 months unopened; once open, refrigerate and use within 2 weeks.