Heat olive oil over medium-high heat in a large pan (or a cast iron skillet if you'd like to finish the dish under the broiler to brown the feta).
Once oil is heated, add garlic and shallots to the pan and sauté for 1 minute until fragrant.
Then add the tomatoes and cook for 2 minutes.
Next, add the white wine and season the sauce with kosher salt, pepper and oregano. Cook for 5 minutes until tomatoes begin to soften and wine has slightly reduced.
Add shrimp in a single layer to the pan. Cook until bottom side of shrimp turns color, approx 2 minutes and then flip shrimp over using tongs to cook the other side, another 1 minute or so. Do not overcook the shrimp. They should be beautifully pink on each side.
To assemble the dish, finish by sprinkling crumbled feta and olives over the shrimp and season with more oregano, salt and pepper. Give a final drizzle of olive oil. Garnish with some finely chopped chives and/or parsley. Serve directly from the pan. White or brown rice goes well with this dish.