Heat oil in a large skillet over medium heat. Add onion, fennel, red pepper and a generous pinch of salt. Saute until onion is golden (about 8 minutes).
Add the garlic, red pepper flakes, tomato paste, chopped tomatoes, thyme, oregano and a bit more salt and cook for 5-8 minutes longer.
Transfer mixture to a blender or food processor and add 1-2 cups of the broth (depending on how thick you like the sauce). Blend until smooth and well mixed.
Transfer back to the skillet and re-heat until simmering. Add the shrimp, cover, and cook until shrimp is done (about 3 minutes on each side).
Stir in the lemon juice and parsley.
Nutrition Info Per Serving: Calories 250.9 Total Fat 12.3 g Saturated Fat 2.3 g Polyunsaturated Fat 2.4 g Monounsaturated Fat 8.4 g Cholesterol 223.5 mg Sodium 1,101.9 mg Potassium 764.6 mg Total Carbohydrate 10.5 g Dietary Fiber 2.5 g Sugars 4.4 g Protein 25.9 g