Preheat the oven to 400F. Line a large sheet pan or baking sheet with parchment paper.
To a small bowl add the olive oil, lemon juice, pressed garlic, garlic powder, onion powder, dried thyme, dried oregano, salt and chili flakes and whisk to combine.
Add 1 tablespoon of the sauce to a bowl with the raw shrimp and toss to combine. Set aside.
Add the baby tomatoes, bell pepper pieces and sliced onion to the parchment lined sheet pan. Drizzle over half of the sauce and set the rest of the sauce aside. Toss to combine and make sure everything is well coated.
Add the sheet pan to the oven and bake for 20 minutes.
Remove the pan from the oven after 20 minutes, toss the vegetables on the pan and then spread out. Add the shrimp to the pan, nestling in between the vegetables.
Place the pan back in the oven to cook for 8-12 minutes or until the shrimp are cooked through (the shrimp should be pink and opaque).
Crumble the feta cheese over top of everything on the sheet pan as soon as it comes out of the oven and let sit for a few minutes.
To serve, drizzle the rest of the sauce overtop everything on the pan and garnish with fresh mint or dill and ground pepper. Serve with your desired sides (arugula, grains of choice or pita/crusty bread, Greek yogurt or tzatziki or herby yogurt sauce)