Step 1: Peel the prawns, leaving the tails intact. Gently pull out the dark vein from each prawn back, starting at the head end.
Step 2: Preheat the oven to 350 F.
Step 3: Heat the olive oil in a saucepan over medium heat. Add the onion and cook, stirring occasionally for 3 minutes, or until softened.
Step 4: Add the garlic and cook for a few seconds, then add the tomato and cook for 10 minutes, or until the mixture is slightly reduced and thickened.
Step 5: Add the lemon juice and oregano. Season to taste with salt and pepper.
Step 6: Place half the sauce into a 3 cup baking dish, about 6 inches square or similar. Place the prawns on top. Spoon on the remaining sauce, then crumble the feta over it. Drizzle with extra virgin olive oil and sprinkle with freshly cracked black pepper.
Step 7: Bake for 15 minutes, until the prawns are just cooked. Serve immediately with lightly toasted bread to soak up the juices.
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