In medium bowl, mix together lamb slices, salt, and pepper, and set aside.
In large nonstick skillet, heat 2 teaspoons oil over medium-high heat. Add onion and cook until soft and lightly browned, about 4 minutes. Add garlic and Greek seasoning, and cook 30 seconds more. Increase heat to high, and add zucchini and red pepper; cook, stirring frequently, for 3 minutes. Stir in broth and cook until zucchini is tender, about 5 minutes. Transfer to serving bowl, and wipe skillet clean.
Heat remaining 2 teaspoons oil in skillet over high heat. Add lamb and cook, stirring occasionally, until lamb is browned on all sides and cooked through, about 3 minutes. Return vegetable mixture to skillet and heat through. Transfer to serving bowl and sprinkle with feta cheese.