Preheat the oven to 400 degrees F.
Cut the spaghetti squash in half and scrape out the seeds with a spoon. Place the halves cut-side down on a rimmed baking sheet and roast until the halves look somewhat wrinkly and collapsed, about 50 minutes. Remove from the oven and allow to cool for 15 minutes.
Use a fork to scrape the inside of the squash to form spaghetti-like strands and transfer to a large serving bowl.
Heat the oil over medium heat in a very large, deep skillet (or even a large Dutch oven or pot). Add the garlic and saute until just golden, about 30 seconds. Add the shrimp and onion, season with salt and pepper and saute until the shrimp are pink and almost cooked through, about 4 minutes. Add the tomatoes, olives and oregano and saute until the mixture is hot and the shrimp are cooked through, another 2 minutes.
Turn the shrimp mixture into the serving bowl and toss with the spaghetti squash. Sprinkle with the feta and serve.