Step 1: Pre-heat oven to 375 degrees.
Step 2: Fill a small pot with water and bring it to a rolling bowl.
Step 3: Cut an X on the end of the plum tomatoes and drop them into the boiling water.
Step 4: When the skin starts to pull away from the X, pull them out and drop them into the ice water.
Step 5: Peel the skins and quarter. Remove seeds, roughly chop and set aside.
Step 6: Place the onion, fennel, escarole, peppers, tomato and olive oil in a cazuela or large surfaced deep sided sauté pan and slowly simmer until onions are soft and peppers are tender, about 10 minutes.
Step 7: Stir in garlic and oregano and cook for a few minutes more. If you chose not to flambé with ouzo, add the ouzo at this point, stirring into the vegetables. Season with salt and pepper to taste.
Step 8: Season the shrimp with salt and pepper to taste. Embed the shrimp into the vegetables in one even layer.
Step 9: Sprinkle with feta and place in oven.
Step 10: Cook for 20 minutes until shrimp is cooked through and casserole is bubbly. (I don't think I would cook the shrimp for 20 minutes, as shrimp cooks in about 5-6 minutes and 20 minutes would make it overdone and rubbery. I would place the veg. dish in the oven and add shrimp for the last 5 or so minutes.)
Step 11: Flambé with ouzo and sprinkle with fresh dill.
Step 12: Serve with toasted whole grain bread, old world crusty bread or rice.
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