For the warm sheep cheese with basil pesto, preheat the oven to 220 °C. Brush the baking dish with olive oil, place the cheese on top, spread a thick layer of basil pesto and drizzle the remaining olive oil on top.
Bake in the preheated oven for about 12-15 minutes. Serve the warm feta cheese with basil pesto immediately and garnish with cucumber slices.