Heat the olive oil in a saganaki pan, small skillet, or oven-safe saute pan over medium heat. Add the sliced garlic and cook, stirring, for about 1 minute until fragrant and just beginning to turn golden. Do not let it brown.
If using ouzo, add it now. The alcohol will briefly ignite if your pan is hot enough and you have an open flame. Let it cook off for 30 seconds before adding the tomatoes.
Add the crushed tomatoes, oregano, paprika, red pepper flakes, salt, and pepper. Cook over medium-high heat, stirring occasionally, for 8-10 minutes until the sauce thickens and reduces slightly.
Nestle the shrimp into the sauce in a single layer. Cook for 2-3 minutes, turning once, until the shrimp are pink and just cooked through. Do not overcook.
Crumble the feta over the top in large pieces. Finish on stovetop (cover the pan, cook 1-2 more minutes until feta softens) or place the pan in a 400F (200C) oven for 5 minutes until feta softens and the edges of the sauce char slightly.
Scatter fresh parsley over the top. Serve immediately in the pan with crusty bread alongside.