1. Preheat broiler.
2. Combine fennel and bell pepper on a baking sheet coated with cooking spray. Drizzle vegetable mixture with 1 1/2 teaspoons olive oil; sprinkle with 1/4 teaspoon salt. Toss to coat. Broil 10 minutes. Add tomatoes to pan; toss gently. Broil 10 minutes.
3. Combine remaining 1 1/2 teaspoons oil, garlic, and shrimp in a bowl; toss to coat. Add shrimp mixture to pan. Broil an additional 6 minutes or until shrimp are done and vegetables are charred and tender. Transfer shrimp mixture to a large bowl. Add remaining 1/4 teaspoon salt; toss gently. Sprinkle mixture with cheese and basil.
Wine note: This refreshing summer dish is all about the snap of tart and tangy ingredients (tomatoes, feta, and shrimp) juxtaposed with herbal flavors (basil and fennel). Try it with a lively herbal sauvignon blanc from Sancerre, in the Loire Valley of France. The Vincent Delaporte Sancerre 2006 is about $22. —Karen MacNeil