This makes a really delicious supper to have with buttered crusty bread, and it's really easy. Serves 2 or 3 depending how hungry you are.
First things first: after chopping the feta into cubes you must dry it off so it will grill properly. Put the cubes onto a plate with a piece of kitchen paper on, and put another piece of kitchen paper on top.
Turn your grill on to its highest setting so that it can preheat while you do the next bit.
Put the mushroom pieces and courgette slices into a bowl, sprinkle the oil on top and mix everything around to get things covered well. The mushrooms will absorb the oil quite quickly so you won't end up with a very "wet" mixture.
On a baking tray with some tinfoil on, spread the feta and the courgette and the mushroom out fairly evenly. Put all this under the grill, as close to the grill as possible (about an inch away, no more). You won't need to turn the pieces over or anything like that, but watch everything very closely. It'll take about 3 or 4 minutes for the feta cheese to brown nicely on top and for the other things to start to cook.
As soon as the feta is nicely browned on top, serve everything straight away - it'll cool down quickly and it's best when the feta is still melty inside and everything's piping hot.