In a medium size skillet/heavy duty pan heat up 3 tablespoons of oil, add the garlic and onion and fry over a medium/low heat for 3-4 minutes, stirring often. Add the wine and continue frying for 2-3 minutes.
Add the tomatoes, tomato paste, olives, anchovies, stir and cook over a medium heat for about 20 minutes or until the mixture has thickened, stirring often.
Remove from the heat, stir in the shrimp and 2 quarters of the feta, crumble the remaining feta over the top, drizzle with a little oil and slide under a grill, if possible, for about 5 minutes (alternatively don't remove the pan from the heat, stir in the feta, shrimp and cook for 3 minutes - ensure the shrimp is pink before serving)
Season with pepper and some salt (if needed), sprinkle fresh parsley over the top and serve with fresh crusty bread.
Remember that shrimp cooks very quickly so add it to the sauce towards the end (see the Instructions below).
Seasoning: Keep in mind that the sauce contains a few salty ingredients (feta, olives, anchovies). It is, therefore, a good idea to season the dish once you've taken it off the heat, rather than during cooking. You may not need to add any salt at all, just some freshly ground pepper to taste.