Pat shrimp dry with paper towels. Toss with 1 tablespoon olive oil, smoked paprika, and a generous pinch of salt. Set aside at room temperature while you prep the vegetables.

Heat remaining 1 tablespoon olive oil in a large skillet over medium heat. Add onion and cook until softened and just starting to turn golden at the edges, about 5 minutes. Stir in garlic and cook until fragrant, 30 seconds.

Add cherry tomatoes, white wine, oregano, and red pepper flakes if using. Increase heat to medium-high and cook until tomatoes begin to burst and release their juices, 4 to 5 minutes, pressing some with the back of your spoon to help them break down.

Stir in olives, then nestle shrimp into the sauce in a single layer. Reduce heat to medium-low, cover, and cook until shrimp turn pink and opaque throughout, 3 to 4 minutes. Do not overcook - they will continue cooking off heat.

Remove from heat. Scatter feta over the top, then sprinkle with parsley, lemon zest, and a squeeze of lemon juice. Serve straight from the skillet with crusty bread, orzo, or over greens.