Place 6 cups of vegetable broth (chicken broth, seafood stock, or water) in a large saucepan, then bring to a boil. Once warm, reduce the heat to a simmer.
Place cleaned shrimp in a large bowl. Season with olive oil, dried oregano, Kosher salt, and freshly ground black pepper.
Heat olive oil in a large skillet over medium-high heat. When hot, add the seasoned shrimp and sauté until just cooked through. Transfer the shrimp to a plate, then lower the heat to medium.
Heat remaining olive oil and butter. Add diced shallots and cook, stirring occasionally, until softened. Add chopped garlic and halved grape tomatoes, then season with Kosher salt. Stir in tomato paste.
Add Arborio rice then cook, stirring often. Pour in white wine, then allow to reduce by half.
Begin adding broth, stirring constantly. After a couple minutes, most of the broth should be absorbed by the rice. Repeat, adding more broth, water, or stock, and stirring continuously, until the rice is creamy, yet tender.
Add the cooked shrimp back into the risotto then stir in chopped fresh oregano. Taste and adjust seasoning as needed. Divide between bowls, then serve with crumbled feta cheese, lemon zest, fresh oregano leaves, and additional black pepper. Enjoy!