In a large pot, heat the olive oil. Add the garlic, onion, bell pepper, tomatoes, oregano and cayenne and cook over moderately high heat, stirring occasionally, until softened, about 4 minutes. Add the ouzo and boil for 1 minute. Add the mussels, cover and cook until the mussels open, about 5 minutes.
Transfer the mussels to 6 bowls. Return the pot to high heat and stir in the feta and butter. Pour the broth over the mussels and serve with crusty bread.