Rub potatoes with olive oil, sprinkle them with salt and pepper, and prick them with the tines of a fork. Place them on a baking sheet. Cook for approximately 50 minutes or being able to insert a fork without resistance. Remove from oven. In a medium skillet, melt butter over medium heat. Cook onions for about 2 minutes. Add cooking wine and continue cooking until onions are translucent but a bit caramelized. Add mushrooms and continue cooking until mushrooms are tender.
Cut open baked potato and spoon onion/mushroom mixture on open part of the potato. Top with crumbled feta and enjoy.