Cook and stir onion in hot oil in large skillet on medium heat 3 min. Add tomatoes, wine and oregano; mix well. Reduce heat to low; cook 5 min. or until thickened, stirring occasionally.
Add shrimp. Cook 3 min. or until shrimp are pink, stirring frequently.
Sprinkle with cheese; cook 1 min. Stir in parsley. Serve over rice.