Preheat oven to 400 F.
Cut spaghetti squash in half crosswise, and scoop out the seeds and pulp. Place face down on a parchment paper lined baking sheet.
In a separate large baking dish, add tomatoes, bell peppers, shallots, and garlic. Drizzle on some olive oil, and season with salt and pepper. Mix together, and then make some space for your feta and nestle it between the tomato mixture.
Transfer both the spaghetti squash and the tomato and feta mixture to the oven. Bake for 45-55 minutes or until tomatoes are soft and have begun to burst and spaghetti squash is soft and flesh is easily pulled out.
Let your spaghetti squash cool slightly before flipping it over and scooping out the squash noodles. Mix the feta into the tomatoes to form a creamy sauce. Remove the flesh of the squash (aka the noodles), and add them to the baking dish with the tomato feta sauce. Mix together until squash is evenly coated, and then mix in the parsley.
Serve warm, and top with freshly grated Parmesan, if desired.
