Steam the broccoli until tender. Season lightly with salt and pepper.
Heat the olive oil over medium heat in a large skillet. Add the onion and garlic and cook until it begins to soften, then stir in the broccoli. Cook until the onion is translucent. Fold in the parsley, lemon juice and zest, and simmer for two minutes.
Transfer to a blender or a food processor, and add ¼ cup of the feta cheese and the water. Purée until smooth, adding a glug of olive oil and a little more water if it becomes too thick. Taste and add more salt and pepper if needed.