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Step 1
Position a rack in the middle of the oven and preheat to 425 degrees.
Step 2
In a 12-inch ovenproof skillet, such as cast-iron, over medium heat, heat the oil until shimmering. Add the onion and cook, stirring occasionally, until softened, 3 to 4 minutes. Add the garlic and cook, stirring, until aromatic, another 30 seconds. Add the tomatoes, salt and pepper, and bring to a lively simmer. Reduce the heat to medium-low and gently simmer, stirring occasionally, until the mixture is thick and saucy, about 10 minutes.
Step 3
Stir in the spinach and cook, stirring, until just wilted, about 1 minute, then remove the skillet from the heat. Stir in the shrimp and herbs, top with the feta cheese and transfer to the oven.
Step 4
Bake for 12 to 15 minutes, or until the shrimp is cooked through and the cheese is melted. Let rest for 5 minutes, then taste and season with additional salt and/or pepper, if desired.
Step 5
Serve with cooked orzo, rice or crusty bread to sop up the juices.