In a large oven-proof saute pan, heat the oil over medium heat until shimmering. Add the garlic and sauté 30 seconds. Stir in the tomatoes, salt, pepper and red pepper flakes and bring to a simmer. Cook 5 minutes.
Lay the shrimp in a single layer over the tomatoes and sprinkle with the parmesan and 1/2 cup of the feta. Place the pan in the oven and bake until the shrimp is pink and cooked through, 10 to 15 minutes.
Remove and sprinkle with the remaining feta and some fresh chopped parsley. Serve over cauliflower rice or zucchini noodles.