Preheat the oven to 375 degrees F.
Remove the tops from the peppers and scoop out the seeds and ribs. Carefully trim the bottoms if necessary to make peppers stand straight when upright. Place a steamer rack over a few inches of boiling water, or set a colander over a couple of inches boiling water in a large stock pot. Place the peppers in the steamer and cover. Steam 10 minutes, and remove to a baking dish or casserole.
Heat 1 tablespoon butter in a saucepot with a tight-fitting lid over medium heat. Add the orzo and brown lightly, and then add 1/2 the garlic and stir. After 30 seconds stir in the water. Bring to a boil, and then reduce heat to a simmer, cover and cook 15 minutes. Spread the orzo onto a baking sheet and cool.
Place the ground lamb in a bowl and add the cooled orzo. Season with 1/2 the marjoram, the rosemary, 2 tablespoons parsley, and season with salt, and pepper. Overstuff the peppers with the filling. Drizzle about 1/4 cup extra-virgin olive oil over the peppers, pouring about 1 tablespoon over top of each. Arrange the peppers in a casserole or small baking dish and roast 50 minutes to 1 hour, until crispy at the edges and cooked through.
Meanwhile, heat the remaining 2 tablespoons extra-virgin olive oil in a saucepot over medium-high heat. Add the onions, cubanelle peppers, remaining garlic, remaining marjoram, and saute until soft. Add the tomato sauce, and season with salt, and pepper.
Cool the peppers and sauce for a make-ahead meal or serve immediately.
For reheating: Add 1/2 cup water to the baking dish, and place in a heated 375 degree F oven, covered until warmed throughout, about 30 minutes. Uncover and let the water evaporate, and crisp the top, 20 minutes more. Reheat the sauce over medium-low heat to heat through.
Serve the peppers hot with sauce over top, or in a puddle underneath the peppers. Top with crumbled feta.