Preheat the oven to 350 degrees.  Heat the oil over medium heat in an oven safe pan. Add the onions to the pan and cook, stirring for about 3 minutes until soft.  Add the garlic and cook for 1 more minute.  Add the tomato paste and cook, stirring, for 1 minute.  Add the wine and let simmer for a couple minutes, until reduced by half.  Then add the diced tomatoes and let simmer for 5 minutes or until slightly thickened.  Lay the shrimp on top of the tomato mixture and crumble the feta into large pieces in the middle.  Bake for 10 minutes until the shrimp is cooked.  When it comes out of the oven, sprinkle with fresh chopped parsley.  Serve with crusty bread for dipping.