Warm the olive oil in a 12-inch skillet over medium-high. Add the onion, season generously with salt, and cook, stirring, until the onion is translucent, soft and starting to turn golden, 7 or 8 minutes. If necessary, decrease the heat to medium to prevent scorching.
Add the garlic and cook until fragrant and softened, about 2 minutes. Stir in the oregano, red-pepper flakes and fennel seeds, then the Calabrian chiles, roasted red peppers and tomatoes. (Crush the tomatoes by hand, if using whole.) Season with salt and pepper. Bring to a simmer, adjust the heat to maintain a simmer, and cook for about 5 minutes to slightly reduce the sauce and blend the flavors.
Add the shrimp, scallions and capers, and cook until the shrimp are curled, pink and opaque, 3 to 7 minutes, depending on size and quantity. Turn off the heat and taste the sauce. Add more red-pepper flakes, salt and pepper, if you like. Sprinkle the cheese over the top and serve, passing more Parmesan and red-pepper flakes at the table.
