Pat shrimp dry on all sides with paper towel and season with salt and pepper.
Add oil to sauté pan and when oil is shimmering but not smoking, add the shrimp and cook on each side for 1 minute. They should caramelize lightly on each side, but will still not be cooked all the way through. Remove from pan and place in an even layer in dish that will go into the broiler.
Reduce pan to medium heat and add olives, marinara and half the basil. Bring to a simmer, then carefully pour over the top of the shrimp.
Top with crumbled feta and place in the broiler very close to the heating element for about one minute. Shrimp will be cooked through and feta should be both melted and slightly charred. Garnish with remaining fresh basil and a squeeze of fresh lemon juice. Serve over pasta, roasted vegetables, or with some crusty bread.