Preheat the oven to 400°F (200°C).
In a baking dish, combine the cherry tomatoes, garlic, olive oil, oregano, red pepper flakes, salt, and black pepper. Toss to coat.
Bake for 10 minutes, until the tomatoes start to soften and release their juices.
Remove the dish from the oven and nestle the shrimp into the tomato mixture in a single layer.
Sprinkle the feta evenly over the top and return the dish to the oven.
Bake for 8 to 10 minutes, or until the shrimp are pink, opaque, and just cooked through.
Garnish with chopped parsley and serve immediately.