Set a heavy skillet over medium-high heat and add oil; add red pepper and cook until soft and starting to brown on edges. Add lentils, season with salt and pepper, and cook for a minute, until any excess moisture evaporates. Set mixture aside in a bowl.
To make quesadillas, place a tortilla in a skillet set over medium-high heat. (You could add oil to skillet first for a crisper quesadilla.) Spread some lentil mixture over half the tortilla and sprinkle with feta. Fold tortilla over to enclose filling and cook for 2-3 minutes, until golden on bottom. Flip and cook for 2-3 minutes on other side, until golden and cheese has melted.