Roasted Shrimp with Feta

Name: Roasted Shrimp with Feta
Ingredients: 4 tablespoons good olive oil, divided; 1 1/2 cups medium-diced fennel; 1 tablespoon minced garlic (3 cloves); 1/4 cup dry white wine; 1 (14 1/2-ounce) can diced tomatoes; 2 teaspoons tomato paste; 1 teaspoon dried oregano; 1 tablespoon Pernod; 1 teaspoon kosher salt; 1/2 teaspoon freshly ground black pepper; 1 1/4 pounds (16 to 20 per pound) peeled shrimp with tails on; 5 ounces good feta cheese, coarsely crumbled; 1 cup fresh bread crumbs (see note); 3 tablespoons minced fresh parsley; 1 teaspoon grated lemon zest; 2 lemons