Place eggs in small pan and cover with warm water. Bring to boil, simmer for 12 minutes. Run under cool water and peel.
While eggs cook, mix feta and capers with an immersion blender or food processor.
Cut eggs in half, scoop out yolks. Mash yolks with fork and add 1 tablespoon of the olive oil. Add feta and caper mixture, oregano and remaining tablespoon of oil. Season with salt to taste. Fill whites, mounding slightly. Garnish each with a sprinkle of cayenne and a parsley leaf.