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Preheat the oven to 375F.
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Place stock and bay leaf, salt and saffron threads in a medium saucepan and bring to a boil. Add rice; return to a boil for 2 minutes. Reduce heat. Cover and simmer for 15-20 minutes, until rice is just tender. Remove from the heat and remove the bay leaf.
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Meanwhile, while the rice is cooking, prepare the vegetables:
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Heat oil in a large 12 inch skillet over medium heat. Cook onion, garlic, oregano and hot-pepper flakes, stirring, for 4 minutes, until softened.
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Add tomatoes and red pepper. Cook for 3 minutes, until softened. Stir in rice and the salt and pepper (taste before salting, add if needed, tasting the feta that will be sprinkled on top will give you an idea of how much more salt you may want to add) Sprinkle .5 tablespoon each of the parsley, dill and mint into the rice mixture.
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Bury shrimp in rice mixture.
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For the feta crumb topping, combine bread crumbs, feta and remaining parsley, dill and mint in a bowl; spread over rice mixture. Drizzle a little olive oil over the breadcrumb mixture. Bake in oven for 25–30 minutes, until shrimp are pink and topping is light golden.
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Serve with lemon wedges. Garnish with fresh oregano leaves