In a large skillet, heat the olive oil over medium heat. Add the chopped onion and sauté until translucent, about 5 minutes.
Stir in the minced garlic and cook for an additional minute until fragrant.
Add the drained diced tomatoes, oregano, red pepper flakes, salt, and pepper. Cook for about 5 minutes, allowing the mixture to thicken slightly.
Add the shrimp to the skillet, cooking until they turn pink and opaque, about 3-4 minutes.
Sprinkle the crumbled feta cheese over the shrimp mixture and let it melt slightly, about 2 minutes.
Remove from heat and stir in the chopped parsley. Serve hot with lemon wedges on the side.