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Spread the courgettes and green beans out on a baking sheet. Put the feta in a small flameproof tin – a small enamel roasting tin is ideal, but you could even bake it on a sheet of foil. Drizzle 3 tbsp of the olive oil over the veg, and remaining 1 tbsp over the feta. Add about two-thirds of the garlic and thyme to the veg, along with most of the chilli, if using, then scatter the rest over the feta, reserving some of the thyme. Scatter the zest of 2 oranges over the veg and the rest over the feta. Season the feta with a good grind of black pepper and season the veg well with salt and pepper. Toss the veg together and tip into a bowl. Cover both and keep chilled until ready to cook. Will keep covered and chilled for up to 24 hrs.
Tip the breadcrumbs onto the baking sheet and mix to soak up any marinade left on the tray, then scoop into a bowl and stir in the hazelnuts. Will keep covered and chilled for up to 24 hrs.
Using a sharp knife, cut a thin slice off the top and bottom of each zested orange. Slice off the skin in strips, removing as much of the pith as you can, then – cupping the orange in your palm – slice along each side of the membrane that separates the segments. Squeeze out what remains into a bowl and repeat with the other orange. If you aren’t confident with your knife skills, simply cut the oranges into thin slices – they’ll still taste great.
When ready to cook, fire up the barbecue, ready for direct and indirect grilling (see our guide on how to light a barbecue), with the charcoal lit on one half only. Or, if using a gas barbecue, just light half the burners. This allows you to have temperature control as food can be moved closer or further away from the fire as it’s cooking. Set a frying pan directly over the fire. Once hot, tip in the breadcrumb and hazelnut mixture. Stir over the heat for a few minutes until crispy and golden, then slide the pan off the barbecue. Set aside.
Grill the veg in batches over direct heat, starting with the courgettes, followed by the beans. Grill for a couple of minutes on each side until lightly charred and just tender, transferring to a serving dish as you go. This will take around 30 mins.
Set the tin or foil containing the feta onto the grill bars, slightly away from the fire, and shut the barbecue lid (or cover with foil). Cook for about 10 mins until the cheese has softened – it won’t melt.
While the feta is cooking, tuck the orange segments into the grilled veg and scatter over the hazelnut crumbs. Mix well.
Once the cheese is ready, use a fish slice to slide it off the tray and onto the veg and oranges. Dress with a generous drizzle of extra virgin olive oil and the remaining chilli and thyme, then tuck in.