Heat a large pot of water for the spaghetti. Salt it well and cook the pasta to package directions, minus 1 minute. Scoop out 1 cup of pasta water and drain the pasta.
Heat 1 tablespoon of olive oil in a large saute pan on medium-high. (DO NOT use nonstick.) Dry the shrimp well and add them to the pan. Saute, turning frequently, for about 1-2 minutes. Your shrimp should be starting to cook, but not be cooked through.
Dim the lights. This will help you see the flames. Add the brandy to the pan and give a few seconds to warm through, then take the pan off the heat. (And away from any flames if you have a gas cooktop!)
Using a long match or lighter, carefully light the brandy. Swirl the pan to allow the flames to reach all the brandy. When it goes out, try again and see if you can get the brandy lit. If you can, swirl, and wait. If you can't, you're done and move the shrimp and juices to a bowl.
Add the remaining 2 tablespoons of olive oil to the pan and heat until it's shimmering. Add the onion, bell pepper, and salt. Saute for 5-6 minutes. Add the garlic and saute for 1 minute more.
Add the cooked pasta, pasta water, olives, lemon juice, lemon zest, red pepper flakes, and the juices from the reserved shrimp to the saute pan. Cook, tossing the pasta often, until the sauce comes together, thickens, and coats the pasta, about 2-3 minutes. Stir in the shrimp and let it heat through.
Add the feta and parsley and toss. Serve.