Dice the cucumber, and feta cheese into 12 even, bite sized chunks. Cut each sun-dried tomato in half. Arrange the cheese, cucumber, tomatoes and olives across a clean work surface.
Select 12 toothpicks. Divide the prepared ingredients evenly between the 12 toothpicks. You should have 1 of each ingredient per toothpick, for example, 1 olive, one piece of cucumber etc. Thread the ingredients on to the toothpicks. Refrigerate until ready to serve.