Preheat the oven to 400 degrees. Select a small oven-to-table earthenware dish or a small ovenproof sauté pan lined with aluminum foil to help transfer the cheese to a plate after roasting. Place the feta in the dish and cover with the olive oil. Bake until the cheese is soft and springy to the touch but not melted, about 8 minutes.
Preheat the broiler. Heat the honey in the microwave or over a pan of simmering water until it is fluid enough to be spread with a pastry brush and then paint the surface of the feta with it. Broil until the top of the cheese browns and just starts to bubble. Season to taste with black pepper. Serve immediately with pita wedges and, if desired, sliced heirloom tomatoes, roasted beets, nuts or pickled vegetables.