For the shrimps, rinse them well and cut their antennae and legs with a pair of scissors. Clean the shrimps by removing their intestines: take a wooden skewer and insert it into the middle of the back of the shrimps, piercing the flesh but not the shell. Insert the skewer 2 millimeters further from the edge, then lift it to remove the intestines. Place the cleaned shrimps in a bowl and add ouzo, olive oil, bukovo, and salt. Mix well and set aside until the cherry tomatoes are ready, stirring occasionally.
For the cherry tomatoes, preheat the oven to 200°C. In a pan with dimensions 27x39 cm, place the cherry tomatoes, garlic, olive oil, oregano, salt, and pepper. Mix well and place the pan in the preheated oven. Bake for 30 minutes. Remove the pan from the oven and spread the shrimps on top of the cherry tomatoes in two rows. Pour the marinade over the shrimps and sprinkle the crumbled feta on top. Continue baking for another 15 minutes. Remove from the oven, sprinkle with chopped parsley, and serve!