Preheat oven to 425 F. In a medium bowl, toss shrimp or spot prawns in olive oil, garlic, parsley and Ouzo or Aquavit, if using. Set aside while you prepare the sauce.
Heat oil in a 10-inch cast-iron frying pan over medium heat. Add onion and cook until soft and translucent, 5 to 7 minutes. Stir in garlic and cook for another 2 minutes.
Add tomatoes to the pan. If you’re using cherry tomatoes, cook until the tomatoes pop and release their juices. Cook another 2 minutes or so, until some of the juice has evaporated. If the pan starts to get dry before the tomatoes pop, add a splash of Ouzo, Aquavit or Absinthe.
If you’re using canned tomatoes, add them, juice and all, to the pan. Break up the tomatoes with a fork and cook until most but not all of the juice has evaporated. (Add the optional liquor, by all means!)
Lay marinated shrimp overtop of the sauce, pouring the marinade in and around them.
Cut feta into 6 to 8 slices, 1/4-inch thick, and lay overtop of the shrimp so that most of the pan is covered.
Place frying pan in the oven. Bake for 8 to 12 minutes, until the sauce is bubbling and the cheese is melting at the edges and beginning to brown.
Remove from the oven. If you have a good trivet to protect the table, bring the frying pan to the table with an oven mitt on the handle and lots of reminders that the pan is HOT. It’s a nice way to serve, with some crusty bread and a green salad on the side.