In saucepan cook onion in hot oil 5 minutes or until tender, stirring occasionally. Add broth, apple juice, and wild rice. Bring to boiling; reduce heat. Simmer, covered, 30 minutes.
Stir in mushrooms and bulgur. Cook, covered, 10 to 15 minutes more or until grains are tender and most of the liquid is absorbed. Stir in sweet pepper; remove from heat. Cover; let stand 5 minutes. Stir in parsley and walnuts. Season to taste with cracked black pepper. Sprinkle with feta cheese. Makes 3 (3/4-cup) servings.