Preheat your oven to 204 °C (200 °C).

In an oven-safe skillet or shallow baking dish, heat 30 ml of olive oil over medium heat. Add the minced garlic and chopped shallots and sauté until softened and fragrant, about 2-3 minutes. Be careful not to burn the garlic.

Stir in the crushed tomatoes, white wine, lemon juice, oregano, and red pepper flakes. Season with salt and pepper to taste. Bring the mixture to a simmer and cook for 5 minutes, allowing the flavors to meld.

Arrange the shrimp evenly over the tomato sauce in the skillet or baking dish. Pour the remaining 15 ml of olive oil over the shrimp.

In a small bowl, combine the crumbled feta cheese and Greek yogurt. Whip with a fork or whisk until relatively smooth and creamy.

Dollop spoonfuls of the whipped feta mixture over the shrimp. Sprinkle with half of the chopped parsley and dill.

Transfer the skillet or baking dish to the preheated oven. Bake for 10-12 minutes, or until the shrimp are pink and cooked through, and the feta is lightly golden and bubbly.

Remove from the oven and garnish with the remaining fresh parsley and dill. Serve immediately.