1. Preheat broiler to high. In a large skillet, heat oil over medium heat. Add shrimp; cook 3 to 4 minutes, stirring, until shrimp are just firm. Using a slotted spoon, transfer shrimp to a 6-cup (1.5-L) shallow baking dish.
2. Add garlic to skillet; cook, stirring, 30 seconds. Stir in tomato sauce and orange juice; bring to simmer. Pour tomato sauce mixture evenly over shrimp; sprinkle with feta.
3. Put dish under hot broiler; broil 3 to 5 minutes, until cheese begins to brown and sauce is bubbly.