Preheat grill or grill pan to medium and lightly brush the grates with olive oil.
Season chicken breast with salt and harissa. Grill the chicken, turning occasionally, until browned and cooked through, about five to eight minutes per side. Remove from heat and allow to cool, then thinly slice and place in an airtight container.
Trim the broccoli stem. Using a vegetable peeler, peel any tough outer skin from the broccoli stems. Cut lengthwise into long spears. Season with salt and lightly coat with one tablespoon olive oil.
Grill broccoli spears, turning occasionally, until lightly charred in places, about six to eight minutes. Remove from heat and allow to cool then place in the same container with the chicken.
In a separate airtight container, combine the feta with the chili, two teaspoons olive oil, and capers. Place the lemon wedge in a small baggie and store everything in the fridge.
Spoon the marinated feta over the chicken and broccoli. Finish with a squeeze of the lemon wedge.