This is a great way to cook shrimp “Greek-style” with a few simple ingredients that are fresh, flavorful and delicious. Saganaki in Greek is fried cheese — and this dish combines shellfish with the cheese along with shellfish and fennel, fresh tomatoes, onions and a few fresh herbs and of course the feta. My mother used to prepare this dish often and the quality of the feta does matter. Look for feta that is stored in its brine and of Greek origin. My favorite is Dodoni, although other brands like Kolios are also good. The brine helps the feta maintain its creamy consistency and flavor. The bread added in the skillet is a wonderful way to absorb all the lovely juices.