For the dressing, whisk together all the ingredients together until it has emulsified and are well combined.
Brush the dressing on the peaches. Preheat a skillet on medium–high heat, and grill each side of the peaches for 2–3 minutes or until the pieces are soft and have grill marks.
In a large bowl, toss the rocket leaves with the salad dressing until all the leaves are lightly coated. Layer the rocket leaves onto a large platter and top with pecans, grilled peaches, and feta cheese, and serve.