Preheat the oven to 425 degrees F.
Slice the spaghetti squash into rings that are 1 inch thick. Remove the seeds in the center - I use a serrated spoon for this.
Place the squash rings on a baking sheet. Spray or brush both sides and the inside ring with olive oil. Season all over with salt and pepper.
Roast for 25 to 30 minutes, or until you can easily pull the strands of squash to the center with a fork.
While the squash roasts, combine the tomatoes with a drizzle of olive oil, the garlic, oregano and a big pinch of salt and pepper. Toss well to coat.
Remove the squash from the oven. Use a fork to pull the strands from the squash to the center, but do not pull them all completely. You want the skin to hold the squash nest in place. Repeat with all the rings.
Sprinkle each squash ring with feta cheese. Top with a spoonful of the tomatoes.
Return the pan to the oven and roast for another 15 to 20 minutes. Remove the pan and top with the fresh basil. Serve!