Long before we started reduced-sodium cooking, I learned to avoid feta cheese at restaurants and delis in this country, as feta makes dishes uncomfortably salty (partly because way too much cheese is used). At home, you can choose feta cheese with lower sodium content (although still high compared to most other cheese) and use the amount you need. Better yet, desalinating can easily solve the issue.
Test results from my kitchen experiments show that soaking feta cheese in a mixture of milk and water for 3-4 hours lowers sodium content by 35-50%.
Desalination speed mainly depends on the proportion of cheese and liquid as well as on the size of cheese chunks, The more liquid (milk + water) you use, the faster cheese desalinates. Also, when cheese chunks are smaller, they desalinate faster than when soaking a larger block.