Preheat the oven to 200C (400F). Drizzle a large skillet or roasting tray with a little olive oil, ensuring it coats the bottom evenly.
Rinse the potatoes under cold water and pierce them all over with the tip of a sharp knife. This will allow steam to escape during cooking, preventing them from bursting.
Place the pierced potatoes in a microwaveable bowl, covering them with two sheets of damp paper towel. Microwave on full power for 7-12 minutes, checking after 7 minutes; they should be easily pierced by a knife when done.
Transfer the cooked potatoes into the oiled skillet or tray and use a potato masher to gently smash each potato down, exposing some flesh while keeping their shape intact.
Drizzle olive oil over the smashed potatoes, seasoning them generously with salt and pepper. Scatter sliced garlic and torn rosemary over top, then nestle lemon wedges among them before placing them in the oven.
After 10 minutes of roasting, remove the tray from the oven and sprinkle crumbled feta cheese, thinly sliced red onion, and capers over the potatoes. Return to the oven for an additional 5 minutes until everything is heated through, then squeeze fresh lemon juice from the roasted lemons over before serving immediately.