Preheat the oven to broil.
Line a baking sheet with aluminum foil, put the chiles onto the foil, and broil until lightly blackened (about 10 minutes), turning halfway through broiling.
Peel the chiles, and make one cut lengthwise down each pepper. Remove the seeds and stems, and chop the chiles.
Put the feta cheese, yogurt, and lemon juice into a food processor and blend until smooth. Put the blended mixture into a bowl, and add the chopped chiles. Stir until mixed well. Put the mixture in the refrigerator and chill for at least one hour. Serve with the pita wedges.
