Line a baking sheet with aluminum foil and lightly brush the foil with olive oil. Place the salmon fillets, skin side down, on the baking sheet. Scatter the halved cherry tomatoes and sliced shallots around the salmon.
In a small bowl, whisk together the olive oil, oregano, garlic, black pepper, and salt. Brush some of this mixture over the salmon fillets, then drizzle the rest over the cherry tomatoes and shallots. Bake for 10 minutes, then turn the broiler on and broil for about 2 minutes, or until the salmon is colored and the tomatoes are soft.
Remove the roasted salmon and cherry tomatoes from the oven and set aside.
For the whipped feta
Crumble the Saputo Feta with Sundried Tomatoes in the bowl of a food processor. Add the heavy cream, 15 ml (1 tbsp) of the water, and a generous amount of freshly ground black pepper. Process until smooth. If the mixture seems stiff, add more water until you reach a creamy, spoonable consistency.
Serve the roasted salmon and cherry tomatoes with some of the whipped feta and a green salad.