1. Prepare the grill for direct cooking over medium heat.
2. In a small bowl whisk the vinaigrette ingredients until emulsified.
3. Lightly brush the onion slices with oil. Brush the cooking grates clean. Grill the onions and bell peppers over direct medium heat, with the lid closed as much as possible, until the onions are tender and the skins of the peppers are evenly charred and blistered, turning occasionally. The onions will take 8 to 12 minutes and the peppers, 12 to 15 minutes. Remove the veggies from the grill. Place the peppers in a medium bowl, cover with plastic wrap, and let them steam for 10 to 15 minutes. When the peppers are cool enough to handle, remove and discard the charred skins, stems, and seeds and cut them into strips about ½ inch wide.
4. Place the peppers and onions in a bowl. Add 2 tablespoons of the vinaigrette and toss to coat.
5. In a salad bowl toss the arugula with the remaining dressing. Top with the onions and peppers and then add the walnuts and feta cheese. Serve right away.
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