Heat the oil in a pan over medium heat. Add the onions and fry for about three to five minutes until they are translucent. Chop the garlic, add and fry for 30 seconds. Add the canned tomatoes and bring to a boil. Reduce the heat and simmer for 5 to 10 minutes until the sauce thickens.
Remove the sauce from the heat and pour it into a baking dish. Add the herbs, prawns and feta cheese and season with salt and pepper. Put the baking dish in the oven and bake for 10-12 minutes until the shrimp are cooked through.