Lay out bread slices. Combine the feta, yogurt, and black pepper. Spread yogurt mixture onto each slice of bread.
Thinly slice onion and cucumber, halve the olives, quarter the jalapenos, and slice the tomato (removing the seeds).
Allow everyone to add the desired veggies to their own sandwich; cut into halves or quarters.
Serve sandwiches with grapes on the side.