In a large bowl, add garlic, lemon zest, black pepper, oregano, and salt. Properly whisk all the ingredients together, add chicken wings, and give it a nice toss. Ensure that the chicken is properly covered in the marinade. Allow it to chill in the refrigerator for a minimum of 2 hours.
Place the baking tray in the oven and preheat for 375 F degrees. Line the baking tray with foil and place your chicken wings on them. Bake your chicken wings until all the sides turn crispy and deep brown. The process should take you around one hour.
To make the dressing, mix lemon juice, cayenne, black pepper, garlic, and salt in a bowl.
Arrange your wings on a plate, drizzle the dressing to lightly coat the wings, and scatter feta on the top. Lastly, garnish the wings with some chopped parsley.