Preheat the oven to 375℉.
Place the halibut filets in an oven-safe baking dish. Scatter the tomatoes, shallots, olives and lemon over and around the fish filets.
In a small bowl, whisk together the olive oil, lemon juice, garlic, oregano, and dijon until well combined. Pour the mixture over the fish.
Sprinkle the top of the fish with salt, pepper, and feta cheese. Transfer to the oven and bake until the fish is cooked through and flakes easily with a fork, about 20 minutes, (depending on the size of your halibut filets). Halibut should flake easily with a fork when done.