Defrost shrimp, then place in a colander, rinse and drain well.
Peel and finely chop onions and garlic. Remove stem end of tomatoes. Briefly scald tomatoes, skin, cut in half crosswise and remove seeds. Cut the flesh into small cubes. Heat olive oil in a braising pan, sauté onions and garlic over moderate heat for 7 minutes until light yellow. Add diced tomatoes and sauté until they break down. Pour in white wine and broth, simmer gently uncovered for 10 min. Wash and finely chop the dill and parsley, stir into the sauce.
Roughly grate the feta cheese and stir in.
Season the sauce with salt, pepper and saffron. Heat gently until the feta cheese has melted. Add the shrimp to the sauce, season with lemon juice and heat briefly. Serve with fresh pita bread.