Slice Jalapeno in half and remove seeds. Place open side down on a tin foil lined baking sheet and broil on high for 3-5 minutes until skins begin to darken. Remove from oven and steam them by placing a bowl face down over them for 5 minutes. Remove skin and finely dice jalapenos.
Add feta crumbles to a food processor or blender and pulse until fine crumbs form. Add in cream cheese, heavy cream, garlic, salt and pepper and pulse until smooth. Stir in prepared roasted jalapenos and transfer to a serving bowl. Serve immediately or place in the fridge for up to 3 days. Drizzle with olive oil just before serving.