Wash shrimp. Remove shells and devine. Place shrimp in a bowl, sprinkle with lemon juice and set aside. Heat oil in skillet and saute scallions, celery, parsley and garlic until tender. Add tomatoes and bring to boil. Simmer for 15 minutes, stirring occasionally then add broth, wine, salt, and pepper and continue to simmer for 5 minutes.
Spoon 1/2 the sauce into shallow ovenproof casserole dish. Add shrimp, sprinkle with oregano and spoon over remaining sauce. Sprinkle Feta cheese over top. Bake at 400 degrees for 15 minutes or until cheese melts.
