Place shrimp in a bowl and squeeze lemon juice on shrimp.
Heat 1/2 the olive oil in a frying pan on medium-high, add shrimp, and cook until shrimp has turned pink. Remove from heat and set aside.
Add the rest of the olive oil to the pan and heat on medium-high. Add onions and garlic and sauté until lightly golden brown. Add green onions, tomato, wine, oregano, parsley, salt, and pepper. Reduce heat to medium and simmer for 15 minutes. Remove from heat.
Pour tomato sauce and shrimp into a casserole and top with feta cheese. Bake for 20 minutes, or until hot and bubbly.