Preheat the oven to 350.
Heat the oil in the pan and sauté the garlic for 30 seconds.
Add the parsley and the tomatoes. Stab some (or all) of the tomatoes with a large wooden spoon to break them half.
Bring the mixture up to a simmer.
Partially cover (leave just a bit of room for some air to escape), lower the heat, and allow to gently simmer for 10-15 minutes.
Remove the lid. The sauce will be very thin. Remove about 1/2-1 cup of the liquid if you prefer it to be a little less runny.
Add the shrimp. Cook for 3 more minutes and season with adobo.
Pour the mixture into a large baking dish. Sprinkle the feta or goat cheese on top.
Bake at 350 for 10 minutes.
Remove the dish from the oven, and squeeze an entire lemon all over it.
Optional: Garnish with fresh parsley and lemon slices
Serve over pasta, with crusty bread, over vegetables (or zoodles, if you have a zoodle-ifier) or strain off the liquid and enjoy on its own.