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Peel and clean/devein the prawns, keeping their heads and tails in place. Season with a little salt and pepper and set aside.
Place a large, ovenproof pan over a medium heat, heat half the olive oil and sauté the prawns for 1-2 minutes just until they change colour. Transfer to a plate. In the same pan, heat the remaining oil and sauté the onion until soft and glossy. Add the garlic, bay leaves and thyme, stir for another minute, then pour in the ouzo. Give it a couple of minutes to infuse, then add the halved tomatoes, stir and pour in the passata and warm water.
Season with a little salt (keep in mind that you‘ll be adding feta and olives which are salty) and plenty of pepper, lower the heat to medium and let it cook for 5-8 minutes until the sauce thickens. Meanwhile, preheat the oven to 210°C/190°C Fan/410°F/Gas Mark 6½. Return the prawns to the pan, add the olives and sprinkle the crumbled feta on top. Transfer the pan to the oven and cook for another 15 minutes, or until the feta starts melting. Remove from the oven, drizzle with a little extra virgin olive oil and serve immediately.