Melt the butter in a saucepan over medium heat. Stir in the garlic, chopped parsley, tomatoes, and wine. Bring to a simmer, then reduce heat to medium-low, and cook for 1 hour, stirring occasionally, until the sauce has slightly thickened.
Preheat oven to 250 degrees F (120 degrees C).
Stir the shrimp into the tomato sauce, and cook for 2 minutes; remove from the heat. Pour the shrimp mixture into a shallow baking dish, and sprinkle with crumbled feta cheese. Bake in the preheated oven until the feta has softened and the shrimp are no longer translucent, 45 minutes to 1 hour. Squeeze the lemon halves over the shrimp and garnish with the parsley sprigs to serve.
