Cut the cucumbers into 1 1/2-inch slices. Use a melon baller or small spoon, to scoop out part of the insides (be careful not to scoop through the bottom).
In a bowl, mix together the feta cheese, ricotta cheese, sundried tomatoes, olives, oregano, lemon juice and pepper until well combined. Taste the filling and adjust seasoning if required.
Fill each cucumber cup with the cheese mixture. Serve at room temperature.