Use a vegetable peeler to cut two 3-inch strips of orange peel from the orange. Place those strips in a bowl. Juice the orange and add the juice to the bowl too. Add the bell pepper, shallot, garlic, basil, parsley, vinegar, thyme, cayenne, salt and pepper. Stir to combine.
Add the feta cheese to the bowl, and gently toss to fully coat with the herb mixture. Pour the olive oil over the feta and herb mixture. Stir gently to distribute and submerge the mixture in oil. Cover with plastic wrap; chill for 6 hours (or overnight).
Remove the bowl from the refrigerator, and let sit at room temperature for about 30 minutes. Add the tomatoes to the bowl, then transfer all of it to a serving bowl. Serve with toasted baguette slices.