Set an oven rack in the middle of the oven. Preheat the broiler to high. Place the eggs in a medium bowl and beat until well blended. Beat in the cream, salt, pepper, oregano and cayenne. Now mix in the bell pepper, spinach and shrimp, reserving, if desired, 18 to 24 of the latter to garnish the top of the frittata when served.
Place the olive oil in a 10", good quality, ovenproof, non-stick skillet set over medium heat. Add the egg mixture and cook, gently stirring and scraping with a spatula to move uncooked portions of egg to the bottom of the pan. Ensure the eggs are evenly spread in the pan. When they’re just set, but still quite moist on top, remove the pan from the heat.
Sprinkle the top of the frittata with the cheese. Set the pan in the oven and broil until puffed and golden brown. Remove from the oven and let frittata set a few minutes before carefully removing from the pan and sliding onto a cutting board. Cut the frittata into four or six wedges (depending on appetite) and set on plates. If desired, garnish the top of each serving of frittata with few shrimp. Sprinkle with parsley and serve.