Put the oil and garlic into a large skillet, and place over medium-high heat. Once the garlic begins to sizzle, stir in the red pepper flakes and oregano. Simmer about 5 minutes. Season with salt, then stir in the chopped parsley, and pour into a casserole dish. Top with the raw shrimp.
Pour vermouth into the skillet, and simmer until reduced by half. Add chopped tomatoes and continue cooking until heated through. Spoon tomato mixture on top of the shrimp and sprinkle with crumbled feta cheese.
Bake in preheated oven until the cheese softens and turns golden brown and the shrimp is cooked, 15 to 20 minutes.