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1
Preheat the oven to 450F.
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2
Heat 1/4 cup oil in a large saute pan over medium heat.
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3
Add the onion along with a pinch of salt.
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4
Cover and cook, stirring occasionally, for 8 minutes, or until soft and translucent.
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5
Add the garlic and saute for another minute.
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6
Stir in the oregano along with a pinch of salt.
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7
Add the diced tomatoes and the wine and bring to a simmer.
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8
Simmer for 3 minutes.
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9
Stir in the canned tomatoes with their juice, raise the heat to medium-high, and again bring to a simmer.
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10
Simmer for about 6 minutes, or until the sauce has thickened slightly.
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11
Fold in the parsley and season with salt and pepper to taste, noting that the feta will add some saltiness.
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12
Spoon just enough tomato sauce into the bottom of a saganaki pan (or a 9 x 14-inch glass baking dish) to cover.
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13
Working from the outside in, make 3 concentric circles of shrimp.
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14
(If using a baking pan, begin placing the shrimp, three at a time, tail-to-head, in neat rows across the dish, with the tails all facing in the same direction and just barely touching.
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15
Add the remaining shrimp in overlapping rows of 3, shingle fashion, until the dish is filled.
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16
You should have 3 rows of 13 to 15 shrimp each.)
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17
Season the shrimp with salt and pepper to taste and then spoon the remaining tomato sauce over the top.
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18
Sprinkle the feta cheese over the top, drizzle with olive oil, and sprinkle with oregano.
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19
Bake in the middle of the preheated oven for 20 minutes, or until very hot and bubbling with golden brown cheese.