In a mortar and pestle, or small food processor, combine parsley, lemon zest, garlic, sugar and black pepper. Mash or process until a chunky paste forms.
Toss shrimp with herb paste and salt and let marinate for 10 minutes.
Nestle shrimp into a shallow dish, topping with herb paste, and pouring olive oil into dish. Sprinkle feta on top.
Bake at 250 degrees for 50-60 minutes or until shrimp are pink and cooked through, an internal temperature of 165 degrees.
Serve hot with crusty bread to soak up the herbed olive oil.
Notes
Nutrition values are only estimate and may vary. These only include the shrimp confit.