Preheat the oven to 400°F. Cut a large spaghetti squash in half, and scrape out the seeds with a spoon. Place the halves cut side down on a rimmed baking sheet and roast for about 50 minutes until the halves look somewhat wrinkly and collapsed. Remove from the oven and allow to cool for 15 minutes.
Use a fork to scrape the inside of the squash to form spaghetti-like strands and place it in a large serving bowl.
While the squash is cooling, heat the oil over medium heat in a very large deep skillet, or even a large Dutch oven or pot. Add the garlic and sauté for about 30 seconds until just golden. Add the onion and shrimp, season with salt and pepper and sauté for 4 minutes until the shrimp is pink and almost cooked through. Add the oregano, tomatoes and olives and sauté for another 2 minutes until the mixture is hot and the shrimp are cooked through. Turn into the serving bowl and toss with the spaghetti squash. Sprinkle with the feta, and serve.
Notes
Since the flavor of spaghetti squash is quite neutral, its up to you to decide if you want to go easy on the seasonings so you can taste the squash, or use it as a vehicle for a more fully seasoned sauce or ragu of some sort.