Preheat oven to 400 deg F
Place shrimp in a bowl, sprinkle with a dash of olive oil, salt and pepper and 1 tbsp of Ouzo (if using). Set aside while you cook the sauce.
Heat olive oil in a large oven proof pan (cast iron or stainless steel) over medium high heat.
Add shallots and cook until they are soft (a couple minutes)
Add garlic and cook another minute
Add tomatoes with their juices, salt, pepper, red pepper flakes and 3 tbsp of Ouzo (optional). Stir and reduce the heat. Simmer for 5 to 10 minutes until the sauce thickens, stirring occasionally.
Add oregano and stir again.
Turn the heat off under the pan while you lay the shrimp on top of the sauce. Drizzle the accumulated juices from the shrimp bowl on top.
Top the shrimp with the cheese crumbles and place the pan in the oven
Bake for 10 to 15 minutes (depending on the size of your shrimp) until the shrimp are opaque. Do not overcook or the shrimp will dry out.
Remove from oven, top with fresh mint, basil or dill and serve immediately.