Feta cheese is a high-moisture and high-acidity cheese making it difficult to melt in the oven. On top, it contains less fat than cheeses that melt well such as Muester. To make sure your feta melts in the oven, use good-quality feta with a creamy texture and coat it with a good amount of olive oil to bake at a high-temperature oven (400° - 425° F).