Preheat the oven to 400 degrees(F).
Pour the tomatoes, shallots and garlic onto a large sheet pan.
Drizzle with the olive oil, and then sprinkle with a pinch of salt and pepper over the top. Toss to coat everything, then spread out evenly, make a spot in the center for the cheese.
Place the block of feta in the center of the tomatoes on the sheet pan. I like to turn it over a few times to get some olive oil on it.
Bake for 40-45 minutes, or until the tomatoes have burst and have browned on the outside.
Scoop everything from the sheet pan into a blender. Add the broth, and the honey if using. Blend on high until the soup is completely smooth.
Taste and adjust seasonings. Serve with grilled cheese if desired.