In a 9-inch square baking dish or a 9-inch ovenproof skillet, place feta in center; drizzle with 1 tablespoon oil, and sprinkle with Cajun seasoning. Top feta with preserved lemon and 4 lemon slices.
In a medium bowl, combine tomatoes, all olives, lemon peel, lemon juice, and remaining 3 tablespoons oil. Pour tomato mixture around feta; arrange thyme, rosemary, and remaining 2 to 4 lemon slices on top of tomato mixture.
Bake until feta is slightly melted and light golden brown and tomatoes are cooked, about 20 minutes. Discard rosemary and thyme. Serve with bread. Garnish with rosemary.
Recipe by Louisiana Cookin' at https://louisianacookin.com/lemon-baked-feta/