In a small mason jar, add 1/2 of the feta and coat with 1/2 of the olive oil. Then top with 1/2 of the peppercorns and 1/2 of the thyme.
Tamp down to pack the feta and coat with the olive oil.
Feta cheese should be completely submersed. Add olive oil if necessary.
Marinate 24-48 hours in fridge.
Store in fridge for up to two weeks.