In a large mixing bowl, mix together the onion, pepper, tomatoes, olives, oregano, feta, parsley, lemon juice and zest, and EVOO. Season with salt and pepper, and reserve.
Peel the cucumbers partially, so it has 4 stripes of skin going down the entire length of the cucumber. Trim the ends of the cucumbers and cut each cucumber into slices 3/4 of an inch thick -- you should have about 20 pieces. Scoop out the center of each slice with a melon baler, leaving a shell of flesh.
Scoop about 1 to 2 tablespoons of the Mediterranean salad into the cucumber cups and enjoy your refreshing bite-size snack!