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 and sugar and simmer 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.
A viewer or guest of the show, who may not be a professional cook, provided this recipe. It has not been tested for home use.