Preheat oven to 475°F. Combine the tomatoes, wine, oil, garlic, lemon peel, and oregano in a large ovenproof skillet over medium. Cook, stirring and breaking up the tomatoes, until slightly thickened, 20 to 25 minutes.
Nestle the clams in the tomato mixture. Transfer to oven and bake for 10 minutes. Remove the skillet from oven, nestle the shrimp and scallops around the clams in the tomato mixture, and top with the Feta. Return to oven, increase oven temperature to broil, and broil until the shrimp and scallops are cooked through, 4 to 5 minutes. Sprinkle with the parsley and serve with the baguette.