Drizzle the shrimp with olive oil and season with salt and pepper. Add half the garlic, half the oregano, and half the paprika. Toss together well. Allow shrimp to marinate for 10 minutes.
In an oven-proof skillet, braiser, or Dutch oven, sauté the onion threads in the olive oil over medium heat until very soft and beginning to take on a little color. Stir in the rest of the garlic, the oregano, the paprika and the red pepper flakes. Cook for a minute, then stir in the tomatoes and their juices. Bring to a simmer, turn the heat to medium low and allow to simmer for about 15 minutes while the sauce thickens. While the sauce is cooking, preheat the broiler.
Add the shrimp and any collected juices to the bubbling sauce and cook just until the shrimp are uniformly pink. Remove from the heat. Taste for seasoning and correct if necessary. Sprinkle the feta over the shrimp and sauce and run under the broiler just until the feta begins to brown in spots. Once out of the oven, scatter parsley over the top and drizzle with tarragon vinegar.
Serve in the skillet with crusty bread.
