Preheat oven to 180°C / 356°F.
Cut the potatoes into chunky pieces (5cm / 2-inch). And add them to a mixing bowl. Cut the bell pepper, onions, and tomatoes into bite-sized pieces. Add to the bowl as well.
Cut the 5 garlic cloves in half and add them together with the other vegetables.
Add the dried oregano and olive oil to the bowl, season with salt and pepper, and mix well.
Season also the lamb with salt and pepper as well.
Take two pieces of parchment paper and place one on top of the other.
Take the ⅕ of the vegetable mixture and place it at the center of the parchment paper. Add a portion of the lamb on top. Toss a few pieces of feta cheese here and there.
Close the parchment papers by grabbing the pointed edges and closing them together over the meat. Tie tightly using some kitchen or natural twine. Then take a big piece of aluminum foil and wrap it around each parcel. This ensures that all of the juices and aromas are well secured inside each parcel.
Repeat the process until you have 5 parcels. Try to add some of the marinade that's sinking at the bottom of the bowl to each parcel.
Place the parcels into a large pan that fits them. Add enough water to cover just the bottom of the pan by 1 cm / ½ inch in height.
Bake for about 2 hours (if using Spring lamb) or 2 hours and a half if cooking an older piece of lamb. NOTE: Make sure that throughout baking there is enough water to cover the bottom surface of the pan just enough so the food doesn't stick at the bottom. If the water evaporates add just a splash more. Remove the pan from the oven. Carefully open each parcel and place the pan back in the oven. Raise the temperature to 200°C / 392°F.
Roast until both the lamb and potatoes get a nice brown color on top. About 15-20 minutes.
Then remove the pan from the oven and carefully close as much as possible each parcel again (no need to tie it) and let the meat rest for 15-20 minutes before serving.