Heat the oven to 425 degrees.
Add the chipotle chile, ancho chile, fresh chiles, whole garlic cloves, ouzo, cherry tomatoes, oil, 1 teaspoon of salt and a good grind of pepper to a 10-inch cast-iron pan or an 8-by-11-inch broiler-safe baking dish. Tuck the dried chiles underneath so that they are submerged in oil to avoid burning. Bake for 10 minutes, then stir, keeping the dried chiles submerged in oil.
Nestle the feta into the middle of the mixture, and return to the oven for 15 minutes, until the tomatoes are nicely charred and the feta has softened, then remove from the oven.
While the feta cooks, delicately butterfly the shrimp by making a shallow cut using a sharp paring knife along the back of each shrimp from head to tail.
Set the broiler to the highest setting and let it heat up for 5 minutes.
Stir the shrimp and the crushed garlic into the tomato mixture, leaving the feta whole in the middle. Broil on the top rack for 3 to 5 minutes, until the shrimp is cooked through and the feta is golden brown.
To serve, spoon some of the tomato mixture on top of the feta, then sprinkle over the cilantro. Serve with crusty bread.