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1
Preheat oven to 450u00b0. On a rimmed baking sheet, toss peppers, red onion (separating pieces), and 3 tbsp. oil to coat. Sprinkle with 1 tbsp. zaatar. Roast vegetables, stirring once, until tender and blackened at edges, 30 minutes. Set aside. Reduce oven to 375u00b0 and set a rack on bottom rung.
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2
Meanwhile, cook lamb and 1 tbsp. zaatar with remaining 1 tbsp. oil in a large frying pan over medium-high heat, breaking into pieces, until brown, 5 to 6 minutes. With a slotted spoon, transfer meat to a bowl. Saute yellow onion and 1 tsp. zaatar in pan 3 minutes. Reduce heat to medium and cook until onion is golden, 8 to 10 minutes more. Stir in lamb.
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3
Unroll filo on a work surface and trim to 13 in. square; save scraps for other uses. Move filo stack to the side and drape with a damp towel. Lay 1 sheet flat in center of work surface and lightly brush with butter, being sure to get corners. Lay a second sheet on top, offsetting corners like you're moving a hand 2 hours forward on a clock; brush with butter. Repeat, rotating each sheet to use all of filo and all but 1 tbsp. butter. Gently ease stack into a 10-in. pie pan (preferably glass), snugly fitting bottom into corners and letting edges overhang. Drape with damp towel.
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4
Beat cream cheese in a bowl with a mixer until very smooth. Stir in feta. Drop spoonfuls into pie pan and gently spread to cover bottom of filo. Evenly arrange lamb, then pepper mixture on top.
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5
Gently fold edges of filo over filling flush with rim of pan, loosely pleating, to partially cover peppers. Re-melt remaining 1 tbsp. butter if necessary, brush over filo rim, and sprinkle with remaining 3/4 tsp. zaatar.
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6
Bake on bottom rack until filo is crisp and deep golden, about 40 minutes (in a glass dish, underside should look golden). Let cool at least 15 minutes. Eat warm or at room temperature, topped with cilantro sprigs, cut into wedges, and served with green sauce.
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7
Vegetarian version: Omit lamb. In step 1, use 6 peppers (plus red onion), 1/4 cup oil, and 2 tbsp. zaatar. In step 2, cook yellow onion and zaatar in 1 tbsp. oil.
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8
Make ahead: Let cool completely, then chill, covered, up to 1 day. Bring to room temperature (about 2 hours) before serving.