In a large skillet, heat olive oil over medium heat. Add the Brussels sprouts, and cook, stirring frequently, for 5 to 7 minutes. The Brussels sprouts should be lightly charred. Allow to cool.
Place Brussels sprout, kale, and feta cheese in a large bowl.
Make dressing by combining olive oil, lemon juice, apple cider vinegar, garlic, Dijon mustard, cayenne pepper, salt, and pepper in a blender. Process until smooth.