Cut the feta into thick finger-thick lengths. Mix the oregano with the breadcrumbs and a little freshly ground black pepper. Dip the feta into the iced water for a few seconds – this will help the breadcrumbs stick. Roll the feta in the breadcrumb mix until thoroughly coated.
Heat the vegetable oil to 180°C, 350°F. Test using a probe thermometer. Do not leave unattended.
Using a mesh spoon, carefully lower a few fingers of feta at a time into the hot oil. Leave for about three minutes until crisp and golden-brown all over. Drain on kitchen paper before serving hot.