Drain the peppers and cut into 1-inch pieces. Slice the scallions and 2 cloves garlic.
Heat oven to 400 F.
Remove the shrimp mixture from the bags (you'll need one bag per serving) and place in individual baking dishes or a large casserole, making sure the Feta is on top.
Bake until the shrimp are cooked through and the Feta begins to brown, about 20 minutes.