Heat the oil in a large skillet or saucepan over medium-heat. Add the onion and garlic. Cook for 2 minutes, stirring often. Add the zucchini and cook for 5 more minutes, until the zucchini is softened.
Add the tomatoes, wine, oregano, black pepper, salt and crushed red pepper flakes. Bring to a boil. Reduce the heat to medium. Cook, uncovered, for 10 minutes.
Add the shrimp and feta cheese. Increase the heat to medium-high. Cook until the shrimp turns pink, about 5 minutes. Stir often.
Serve over hot, cooked rice.
Notes
If you're counting WW Points, you'll want to use reduced fat feta cheese.