Pull off the legs of the shrimp and cut the shell with kitchen scissors. Remove the vein (the dark, thin string) with the help of a knife or a toothpick.
Then with a knife, open them in the middle until you have a fillet.
Add salt, black pepper, olive oil, and sauté the shrimps for 2-3 minutes.
How to Make the Sauce:
Chop all the vegetables.
In a pot, add some olive oil and sauté the onion and garlic for 1-2 minutes.
Then add the peppers. Sauté all the ingredients for 1 more minute.
Pour in the ouzo and bring it to a boil. Then add the rest of the ingredients, except the parsley.
Continue to cook the sauce on a low heat for 5 minutes. Then take the pot off the heat and add the parsley.
How to Make Feta Mousse:
In a small food processor or blender, process all the ingredients and blend until smooth.