Heat the oil in a saucepan
and add the onions. Cook, stirring, until the onions start to brown. Add the tomatoes
, tomato sauce, parsley, dill, garlic, mustard
for 30 minutes.
Meanwhile, preheat the oven to 425 degrees F.
Add the shrimp to the sauce and cook 3 minutes. Pour the mixture into a 1 1/2-quart casserole and sprinkle with the feta. Bake until the cheese melts, about 5 minutes. Serve immediately.