Rinse beet greens; drain well. Heat oil in a large nonstick skillet over medium-high heat. Add beet greens; cover and cook, stirring occasionally, 1 1/2 to 2 minutes or until greens wilt. Reduce heat to low; add oregano and pepper.
Cook, uncovered, 5 minutes or until tender, stirring occasionally. Remove beet greens from heat; add lemon juice, and stir gently. Sprinkle each serving with feta cheese.