This spicy tomato sauce, salty feta cheese and succulent shrimp combination is a great appetiser! A lot of the recipes call for Ouzo, which is a Greek anise flavoured liqueur. Although you do not taste the ouzo in the final dish, unless you use a lot of it, it adds a certain something to the dish that just makes it better. Serve this shrimp saganaki as an appetizer or as part of a meal made up of a varied selection of mezethes.