How to Make It
Preheat broiler to high. Place bell pepper on an aluminum foil-lined baking sheet; coat with 1 tablespoon oil. Broil 12 minutes or until charred, turning once. Place pepper in a bowl; cover bowl tightly with plastic wrap. Let stand 15 minutes. Peel pepper; discard skin and seeds. Cut pepper into strips.
Heat 3 tablespoons oil in a large, high-sided sauté pan over medium-high heat. Add fennel, cut sides down, to skillet. Cook 3 minutes or until caramelized. Sprinkle with sugar and 1/2 teaspoon salt. Turn fennel; reduce heat to medium, and cook 5 minutes or until remaining sides are caramelized and tender. Remove from pan. Wipe pan clean with paper towels.
Add remaining 1/4 cup oil and garlic to pan over medium-high heat. When garlic begins to sizzle, add shrimp. Cook 2 minutes; add wine and ouzo. Bring to a simmer; cook 3 minutes or until shrimp are cooked through. Add caramelized fennel, roasted bell pepper strips, olives, lemon juice, black pepper, half of oregano leaves, and remaining 1 teaspoon salt. Cook, tossing to coat, 1 minute or until mixture is heated through. Garnish with remaining oregano; serve with lemon wedges.