Preheat the oven to 400°F (200°C). Rinse the spinach and drain in a colander. Place the spinach in a saucepan over medium heat with just the rinsing water clinging to the leaves and cook, tossing and stirring occasionally, until wilted, about 3 minutes. Drain cooked spinach well in a mesh strainer or colander, pressing out the excess moisture with the back of a spoon, and then chop spinach finely. In a large bowl, whisk together the eggs and 1/2 tsp salt until blended.
Heat an ovenproof 10-inch (25-cm) sauté pan over medium-high heat, and add the oil. When the oil is hot, add the tomatoes and shallot and cook, stirring occasionally, until the shallot begins to brown but the tomatoes retain their shape, 1-2 minutes. Add the oregano and season the tomatoes with salt and pepper. Add the eggs and the spinach, distributing them evenly in the pan. Sprinkle the feta evenly over the top.
[*If you do not have an ovenproof skillet or if you plan to make a double recipe and cook in a baking dish, any 10-inch or larger sauté pan will work. After sautéing the tomatoes and shallot, pour them into a lightly greased baking dish of choice. Then add the eggs and spinach and sprinkle the feta as above.]
Transfer to the oven and bake until puffed and golden on top, about 15 minutes. Remove from the oven, grind some pepper over the top, and serve right away directly from the pan. Or, run a thin metal spatula around the edge of the pan to loosen the frittata and, with the help of a large, flat metal spatula, slide it onto a plate. *I have never attempted to do the latter in real life, so may the odds be ever in your favor if you do!
If you don't have a heatproof sauté pan, a pie dish or 8-inch square pan will work just fine. I often bake for a crowd and double this recipe, in which case I use a 9x13-inch baking dish, as pictured. When baking in a 9x13 dish, plan for at least 25 minutes in the oven, though it may take up to 35 minutes for the center to set.
Also, seeing as I'm not much of a morning person, at times I may cook the spinach, tomatoes and shallot the night before, placing the spinach in one container and the tomatoes and shallot in another and refrigerating them all until assembling in the morning.