Preheat oven to 400°F (200°C). Heat oil in a large skillet over medium-high heat. Add onion and sauté until tender. Mix in garlic and hot pepper flakes and cook 1 to 2 min., until fragrant. Stir in tomatoes and simmer until excess liquid evaporates, about 10 min.
Meanwhile, defrost shrimp under cold running water. Remove tails and pat shrimp dry with paper towel. Pour tomato mixture into an 8 in. (2 L) ovenproof dish and arrange shrimp neatly over the sauce. Scatter with fresh herbs and crumbled feta.
Bake until shrimp are opaque and cooked through, about 4 to 5 min., and serve.