Baked shrimp with feta cheese

2 pounds large shrimp peeled and deveined
Juice of one lemon plus wedges for serving
6 Tablespoon extra virgin olive oil
2 onions finely chopped
4 cloves garlic finely chopped
1 cup tomato puree
2 Tablespoons fresh oregano leaves chopped
1 bay leaf
salt and pepper
1/2 pound feta cheese crumbled

Preheat the oven to 350F. On a rimmed baking sheet, toss the shrimp with the lemon juice and arrange in a single layer. Set aside.

In a large skillet heat the olive oil over medium high heat. Add the onions and cook until softened, about 5 minutes. Add the garlic, tomato puree, oregano, bay leaf and 1/2 teaspoon each of salt and pepper. Lower the heat and simmer 15 minutes

Discard the  bat leaf and pour the sauce over the shrimp, sprinkle with feta cheese. Bake in the oven for 15 minutes, then place under the broiler until the feta is slightly brown, 3-5 minutes. Serve with the lemon wedges.