Preheat the oven to 450 degrees F.
For the vegetables: In a large bowl, whisk the white wine, olive oil and garlic. Add the artichokes, haricot vert, tomatoes, olives, capers and onions and toss to coat. Season with about 1/2 teaspoon salt and 1/4 teaspoon pepper. Transfer the mixture to a baking sheet and evenly spread out. Roast until the tomatoes begin to release their juices, 10 to 12 minutes.
For the shrimp: While the vegetables are roasting, use the same bowl and mix together the olive oil, oregano, red pepper, garlic and lemon zest and juice. Add the shrimp and toss to coat. Season with about 1/4 teaspoon salt and a pinch of black pepper.
Drizzle the baguette pieces with olive oil.
Remove the baking sheet from the oven and add the shrimp. Stir and evenly spread out the shrimp and vegetables. Add the pieces of baguette around the perimeter. Roast until the shrimp is pink and opaque, 8 to 10 minutes.
Transfer to a serving bowl, sprinkle with the crumbled feta and serve with the bread.