Toss the cherry tomatoes and garlic cloves with salt, pepper and extra virgin olive oil. Place in a prepared baking sheet and bake until the tomatoes begin to burst, about 25-30 minutes. Let cool while making the feta dip.
Make the Feta Dip
Add feta cheese, cream cheese and yogurt to food processor and blend until smooth and creamy. Scrape down the sides of the bowl as needed.
Add lemon juice, olive oil, lemon zest, cayenne pepper and fresh dill to the creamy mixture. Blending until well incorporated. If the mixture seems dry add 1-2 tablespoons of water. Blend again.
Add salt and pepper to taste. Spoon whipped dip into a serving dish and top with roasted cherry tomatoes and garlic.
Drizzle with olive oil and garnish with fresh dill. Serve with crackers, crusty bread, pita chips or fresh veggies.