Place the shrimp that have been well dried in a container with a lid.
Combine the marinade ingredients in a small bowl. Pour the marinade over the shrimp and stir to coat the shrimp evenly with the marinade. Allow to marinate for at least 20 minutes and as long as 4 hours.
Preheat oven to 450 degrees. Line a baking sheet with aluminum foil. Spray the foil generously with olive oil cooking spray. Place the shrimp on the sheet in a single layer making sure that they do not touch.
Bake for 4 minutes. Shrimp should be translucent and pink. Remove from oven and keep warm.
Heat the olive oil in a large fry pan. Add the red onion and cook 5 minutes until the onion has softened. Add the garlic and pepper flakes and cook another minute.
Add the beans to the pan. Cook for 2 - 3 minutes. Add the vermouth and cook for another minute.
Add the lemon juice, lemon zest, and Kalamata olives. Cook another minute or two. Add the basil and toss to combine.
Divide the bean mixture between two plates. Divide the shrimp between the two plates.
Top each serving of the beans with half of the feta cheese. Drizzle with olive oil and a squeeze of lemon juice if desired and serve.