Heat 1 tablespoon of the oil in a 12-inch skillet over high heat until just smoking. Meanwhile, pat the shrimp dry with paper towels and season with salt, pepper, and sugar. Add half of the shrimp to the skillet in a single layer and cook, without stirring, until the bottoms of the shrimp turn spotty brown, about 30 seconds. Off the heat, flip the shrimp over, then transfer to a medium bowl and repeat with 1 more tablespoon oil and the remaining shrimp.
Add the remaining 2 tablespoons oil, onion, and 1/2 teaspoon salt to the skillet and cook over medium heat until the onion is softened, 5 to 7 minutes. Stir in the garlic, oregano, and red pepper flakes and cook until fragrant, about 30 seconds. Stir in the tomatoes and 1/2 cup of their juice and cook until thickened slightly, about 2 minutes.
Stir the reserved shrimp and accumulated juices and ouzo into the skillet. Ignite the ouzo and shake the skillet until the flames subside. Sprinkle with the feta and parsley before serving.
To flambe on an electric stove, add the ouzo to the pan, wave a lit match over the pan until the ouzo ignites, and then shake the skillet.BE CAREFUL.