Preheat oven to 400°F. Place shrimp and dressing in bag; let stand 10 minutes to marinate. Chop onion and parsley. Preheat large sauté pan on medium 2–3 minutes. Place oil in pan, then add onions; cook 4–5 minutes or until softened. Stir in garlic and pepper until blended.
Stir pasta sauce and oregano into onions; cook and stir 2–3 minutes or until hot. Stir in shrimp and parsley.
Spread shrimp mixture in 9-inch square baking dish and crumble feta over top. Bake 12–15 minutes or until shrimp are pink and opaque and cheese has browned and melted slightly. Serve.
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