According to Paula Wolfert, this is served in seafood restaurants along the harbor in this area outside of Athens.
- Preheat oven to 450°F.
- In a skillet, over medium heat, cook the onion in the olive oil until soft and golden.
- Add the garlic, tomato sauce, wine, half the parsley, salt and pepper to taste and the cayenne.
- Cook at a simmer, uncovered, for 15 minutes, stirring frequently (the sauce should be rather thick).
- Meanwhile, peel and devein shrimp.
- Put shrimp, sauce and cheese in a shallow baking dish, cover and bake in the oven for 8 to 10 minutes.
- Sprinkle with remaining parsley and serve hot.