In 2-quart saucepan, heat water to boiling. Add bulgur; reduce heat to low. Cover; simmer about 12 minutes or until water is absorbed.
Meanwhile, in 12-inch skillet, heat oil over medium heat. Add onion; cook about 4 minutes, stirring occasionally, until tender. Stir in wine; cook 1 minute, stirring frequently.
Stir tomatoes, 1 1/2 tablespoons of the parsley, the capers, black pepper and red pepper flakes into onion. Cook 3 minutes. Stir in shrimp. Cover; cook 4 to 5 minutes or until shrimp are pink.
Stir cooked bulgur into shrimp mixture. Sprinkle with cheese. Cover; cook 2 minutes. Sprinkle with remaining 1 1/2 tablespoons parsley.