Step 1

Preheat oven to 250°F. Using a mortar and pestle, grind together lemon zest, 3/4 teaspoon salt, saffron, and sugar. Add lemon juice and let stand 5 minutes. Add garlic; mash to a paste. Mash in herbs, then 2 tablespoons oil.

Step 2

In a bowl, toss shrimp with herb mixture; let stand 15 minutes. Arrange shrimp and feta in a shallow ovenproof dish just large enough to hold them snugly. Pour remaining 1/2 cup oil over top. Bake, spooning oil over shrimp occasionally, until shrimp are pink and cooked through, 25 to 30 minutes. Serve with more parsley and bread.