Thaw shrimp overnight in the refrigerator if frozen.

Preheat oven to 350F/180C and spray a casserole dish with non-stick spray.

Dice tomatoes into pieces about an inch square and put them in the bottom of a heavy casserole dish, large enough to fit the tomatoes in one layer.

Drizzle olive oil over the tomatoes, then sprinkle with minced garlic, dried oregano, ground fennel seed, and fresh ground black pepper.

Put tomatoes in the oven and roast for 30 minutes.

While tomatoes are cooking, crumble the Feta cheese, squeeze lemon juice, and clean shrimp as needed. (I used frozen shrimp which came already peeled and deveined, but we did pull the tails off and clean a few of them a little better.) Chop parsley if using.

When tomatoes have cooked 30 minutes, arrange the shrimp over the tomatoes, sprinkle over the lemon juice and feta, and put the dish back in the oven to cook the shrimp for 8-10 minutes. Watch them carefully so the shrimp doesn’t overcook. They’re done as soon as the shrimp turn pink and are barely firm. (Take one out of the dish and test when you think they're starting to get done.

Sprinkle the dish with chopped fresh parsley if using. I ate this plain, but it would be delicious served over cauliflower rice or cauliflower puree. If you don't care about the carbs it would be great with angel hair pasta, or just with some whole wheat bread to mop up the delicious juice.