Heat a skillet or frying pan over medium-high heat. Add cooking oil. When oil begins to shimmer, add onions and bell peppers and saute until softened, 2 to 3 minutes. Add garlic, oregano and red pepper flakes and saute until fragrant, about 1 minute more. Add spinach and tomatoes (including juice) and stir to combine. Simmer until sauce thickens, 4 to 5 minutes. Season with some salt and pepper. Remove from heat and stir in shrimp.
Transfer to oven and bake until shrimp are cooked through, 10 to 12 minutes.
While shrimp cooks, place a second skillet or frying pan over medium-high heat. Add butter. When butter is melted, add asparagus and saute until bright green and tender, 5 to 6 minutes. Remove from heat and toss with lemon juice and zest. Season with some salt and pepper and more lemon juice, to taste.