Heat oil in a large skillet over medium heat. Add garlic; reduce heat to medium-low. Cook until garlic colors, stirring frequently. Add tomatoes, wine, 1 tablespoon parsley, marjoram, salt, and pepper. Cook over medium-high heat until sauce is the thickness of a light purée, stirring occasionally.
Add shrimp; cook until shrimp turn pink (about 5 minutes). Add feta, stirring gently (try to keep cheese from crumbling too much). Garnish with remaining parsley. Serve hot.