Using a large, sharp knife, pierce a spaghetti squash in several places. Place the spaghetti squash in a glass baking dish and cook in the microwave on high for about 15 minutes, turning the squash halfway through cooking.
Before handling, let the squash stand for 10 minutes. Cut it in half lengthwise and scrape out the seeds and fibers. Using a fork, twist out strands of the spaghetti squash flesh and place in a large bowl. Let stand at room temperature.
In a small bowl, whisk together the lemon juice, olive oil, oregano and agave nectar until well-combined.
Add the roasted red pepper, olives and feta cheese to the spaghetti squash. Pour in the dressing, toss to combine. Add salt and pepper, to taste, if desired. Serve.