1Preheat oven to 400°F. Drizzle 1 tbsp olive oil into a 9x13 inch baking dish.
2Heat remaining 2 tbsp olive oil in a skillet over medium heat. Add diced onion and cook until softened, about 3 minutes. Stir in minced garlic and cook for 30 seconds until fragrant.
3Add crushed tomatoes, kalamata olives, dried oregano, red pepper flakes, salt, and black pepper. Simmer for 5 minutes to let flavors meld.
4Pour tomato sauce into prepared baking dish. Arrange shrimp in a single layer over the sauce, nestling them in slightly.
5Scatter crumbled feta cheese evenly over the shrimp and sauce.
6Bake for 12–15 minutes until shrimp are pink and cooked through and sauce is bubbling at the edges.
7Remove from oven and sprinkle with fresh parsley and fresh dill. Serve hot in the baking dish, spooning sauce and feta over each portion. Serve with crusty bread for soaking up the sauce.