Season the peeled and deveined shrimp with salt and pepper.
Heat a large sauté pan over medium-high heat. Add the olive oil. Lay the shrimp out into the pan in a single layer (you may need to sauté the shrimp in batches, and that is fine). Sauté each side until the shrimp just begin to color. Watch the heat and make sure you aren't burning the oil.
Remove the shrimp to a platter. Add the shallots and let them wilt, then add the garlic. Season the aromatics with salt and pepper. Add the oregano and the red pepper flakes followed with the wine. While the wine reduces, scrape up the shrimp bits and brown stuff from the bottom of the pan with a spoon.
Add the tomato sauce and bring it to a boil. Reduce the heat and let the sauce simmer for a few minutes to meld. Taste the sauce and adjust the seasoning.
Add the shrimp, along with half the parsley, back to the sauce, and stir them in to warm them. Once the shrimp are warm, transfer to a platter and serve topped with crumbled feta and the remaining parsley.