Heat olive oil in a large skillet over medium-high heat.
In a medium bowl, toss the shrimp with smoked paprika, salt, and black pepper until evenly coated.
Add the shrimp to the skillet and cook for 2 minutes on each side until pink and opaque. Remove shrimp from the skillet and set aside.
Reduce heat to medium and add minced garlic to the skillet. Sauté for 1 minute until fragrant.
Pour the diced tomatoes with their juice into the skillet. Stir in dried oregano and crushed red pepper flakes.
Simmer the tomato mixture for 5 minutes, stirring occasionally, until slightly thickened.
Return the cooked shrimp to the skillet and stir to combine with the tomato sauce.
Sprinkle crumbled feta cheese evenly over the shrimp and tomato mixture. Cover the skillet and cook for 2 minutes until the feta softens.
Remove from heat and drizzle fresh lemon juice over the dish.
Garnish with chopped fresh parsley before serving.