Love the Greek Frappè! I prefer using a milk frother rather than shaking to make the foam; I always get thicker foam that way. If you do shake it, you should add the ice beforehand. Even better, cut out the ice and add vanilla ice cream instead and it becomes a great dessert!
For me, the biggest factor is the quality of the coffee. If it’s too good (in taste) then there are more oils which break the foam. But if it’s too bad it will have barely any taste. Awhile back I found a really good instant dark roast that had good foam and good taste but it’s gone now. The coffee I currently use is fairly good though. This is how much foam I get from it, with one spoonfull of coffee: