Add the flour, semolina, yeast, sugar, and salt to a large bowl and toss together to blend.
Make a well in the center, and add the warm milk and olive oil.
Mix together slowly with a wooden spoon or a mixer until a soft dough forms.
Add the lemon zest, black pepper and oregano, and knead into a smooth dough.
Add the spinach as you continue to knead.
Make the dough into a large rectangle, and sprinkle the feta on top. Fold it over and over until the feta is incorporated.
Lightly oil a large bowl, and place the dough into it. Cover with a sheet of plastic wrap, and let it rise for about 2 hours. It should double in size.
Gently punch the dough down, and then form into a loaf shape.
Place inside a greased 8" x 4" loaf tin, and cover with plastic wrap. Let it rise another 30 minutes. It should double again in size.
Preheat the oven to 400°F, and bake the loaf for 10 minutes.
Reduce the oven to 350°F and bake for another 20 minutes.
The loaf should sound hollow when tapped, with a golden brown finish.
Transfer to a wire rack to cool.