Heat olive oil in a large skillet over medium heat.
Add the sliced red onion and cook for 3-4 minutes until softened.
Add the minced garlic and cook for 1 minute until fragrant.
Add the halved cherry tomatoes, Kalamata olives, dried oregano, crushed red pepper flakes, salt, and black pepper. Stir to combine and cook for 5 minutes until tomatoes start to soften.
Add the shrimp to the skillet in a single layer. Cook for 2-3 minutes on one side until pink, then flip and cook another 2-3 minutes until shrimp are opaque and cooked through.
Sprinkle the crumbled feta cheese evenly over the shrimp and vegetables. Cover the skillet and cook for 2 minutes until the feta softens slightly.
Remove from heat and drizzle with fresh lemon juice.
Garnish with chopped fresh parsley before serving.