Heat oven to 400º F. Heat 1 tablespoon of the oil in a large saucepan over medium heat. Cook the onion until soft, 5 to 7 minutes.
Add the rice and wine and cook, stirring, until the wine is absorbed.
Add 2 cups water and ¼ teaspoon each salt and pepper. Simmer, covered, over low heat until the water is absorbed and the rice is tender, 18 to 20 minutes.
Meanwhile, on a rimmed baking sheet, toss the shrimp, tomatoes, thyme, garlic, remaining tablespoon of oil, and ½ teaspoon each salt and pepper.
Roast until the shrimp are cooked through, 15 to 20 minutes. Serve over the rice.