Place the tomatoes on a lightly oiled baking sheet. Drizzle over the oil, season with salt and pepper, then sprinkle a little of the oregano and crushed fennel seeds over each tomato. Place in a preheated oven, 200°C (400°F), Gas Mark 6, and cook for 15–20 minutes until browned and slightly shrivelled. Leave to cool for a few minutes.
Toss the juices from the baking sheet with the balsamic vinegar and prawns. Then arrange on a serving plate with the rocket and cooked tomatoes. Scatter over the feta and serve.