Preheat oven to 425°F.
In a large oven-proof skillet set over medium high heat, saute the onions in olive oil for 5 minutes or until soft and translucent. Add the garlic and cook for 1 minute longer or until fragrant. Pour in the ouzo, and simmer for 2-3 minutes, or until reduced by half.
Stir in the tomatoes, oregano, red pepper flakes and salt. Bring to a boil, then reduce the heat to low and let simmer for 7-10 minutes or until thickened. Remove from heat, then stir in the shrimp and parsley, and crumble the feta overtop.
Transfer the pan to the preheated oven, and bake until the shrimp are cooked through and the mixture is bubbly, about 12-15 minutes.
Note: If you don’t have ouzo, use sambuca, Pernod, or any other anise-flavoured liqueur instead. Don’t have any anise-flavoured liqueur kicking around, or just really hate that licoricey taste? White wine will do nicely in a pinch, too.