Prepare shrimp by peeling and reserving the shells. Place the shells in cheesecloth and tie it securely.

In a large stockpot, heat neutral oil over medium heat. Add diced onion and sauté for about 10 minutes until softened.

Stir in tomato paste and cook for about 2 minutes, stirring constantly until it darkens slightly.

Add dried oregano, kosher salt, and black pepper. Stir well and cook for an additional minute until aromatic.

Pour in water and add the cheesecloth pouch filled with shrimp shells. Bring to a boil and then simmer for 30 minutes.

Carefully remove the cheesecloth pouch, squeezing it to extract the flavors back into the broth.

Add crushed angel hair pasta; cook for about 3 minutes until al dente, stirring occasionally.

Stir in evaporated milk and fold in prepared shrimp, cooking for 2-3 minutes until shrimp turn pink.

Remove from heat and crumble feta cheese into soup, stirring gently to combine.