Pre-heat oven to 350°F (180°C).
Lightly coat a 9- x 5-inch loaf pan with cooking spray and lay a 6-inch strip of parchment across the center of the pan extending over the sides.
In a large skillet, heat oil on medium heat. Add shallots and sauté until translucent; add garlic and sauté 1 minute. Remove half of the mixture and set aside. Add baby spinach; sauté until just wilted. Remove skillet from heat; add feta and stir to combine. Set aside.
In a large bowl, combine, beef, egg, breadcrumbs, oregano and reserved shallot mixture; mix to combine being careful not to over mix.
On a large sheet of parchment paper, press meat mixture into a 9- x 12-inch rectangle. Place spinach mixture down the center and then carefully roll up meat to cover. Pat the seam and ends closed; place seam side down in prepared loaf pan.
Spoon red pepper puree over top of meatloaf and bake for 60 to 70 minutes or until meat thermometer inserted in center registers 160°F (71°C).
Cover meatloaf with foil and let stand for 10 minutes. Remove from pan using the parchment handles. Slice and serve with a generous mound of garlic mashed potatoes!