Preheat the oven to 425°F. Place a rack in the upper position of the oven
In a shallow baking dish, combine the tomatoes, shallot, garlic, and olive oil. Season with sea salt and black pepper. Roast on the oven’s top rack for 20 minutes.
Remove the baking dish from the oven. Add the shrimps, olives, lemon juice, oregano and mix to combine. Sprinkle with crumbled Saputo Feta cheese.
Roast for 10 to 15 minutes, or until the shrimp are cooked through and the cheese is golden. Serve hot with crusty bread or cooked pasta.