Pull off the legs of the shrimp and cut the shell with kitchen scissors. Remove the vein (the dark, thin string) with the help of a knife or a toothpick. Then with a knife, open them in the middle until you have a fillet.
Add salt, black pepper, olive oil, and sauté the shrimp for 2 to 3 minutes.
Chop all the vegetables.
In a pot, add some olive oil and sauté the onion and garlic for 1 to 2 minutes. Then add the peppers. Sauté all the ingredients for one more minute.
Pour in the ouzo and bring it to a boil. Then add the rest of the ingredients, except the parsley. Continue to cook the sauce on low heat for 5 minutes.
Take the pot off the heat and add the parsley. In a small food processor or blender, process all the ingredients and blend until smooth.