Heat a large skillet or wok over medium heat, add oil. Add onion, fennel, red pepper, salt, oregano, thyme, and cook, stirring occasionally until translucent, approximately 5 minutes.
Deglaze pan with juice from canned tomatoes and bring to a boil then add diced tomatoes., oregano, thyme, and shrimp. Lower to a simmer, cover, and cook until shrimp is cooked through, approximately 3 minutes.
Turn off heat and add lemon juice and zest, toss well to combine. Garnish with parsley.