Heat the olive oil in a large sauté pan and add the chopped onion. Let the onion soften for a few minutes then add the garlic.

Add the cherry tomatoes and dried oregano, and continue to cook until the tomatoes start to soften.

Add the shrimp and cook until they are done. Add a splash of lemon juice then transfer everything to a serving plate. Immediately sprinkle the crumbled feta cheese over the shrimp and season with black pepper.