1. Preheat oven to 400°F (200°C).
2. Roughly chop tomatoes and onions in food processor.
3. Rinse shrimp well.
4. Cut feta cheese into small pieces.
5. Place tomatoes, onions, shrimp, olive oil, and bay leaves into 4 small clay baking dishes. If you have no such dish, place everything in a large clay or glass baking dish. Stir well.
6. Season with salt and pepper to taste.
1. Bake for 35 minutes.
2. Serve hot.
Serve with warm bread, eggplant salad, stuffed tomatoes, or tabouleh salad.