Recent investigations have emphasized the importance of uncertainty quantification (UQ) to describe errors in nuclear theory. We carry out UQ for configuration-interaction shell model calculations in the 1s-0d valence space, investigating the sensitivity of observables to perturbations in the 66 parameters (matrix elements) of a high-quality empirical interaction. The large parameter space makes computing the corresponding Hessian numerically costly, so we construct a cost-effective approximation using the Feynman-Hellmann theorem. Diagonalizing the approximated Hessian yields the principal components: linear combinations of parameters ordered by sensitivity. This approximately decoupled distribution of parameters facilitates theoretical error propagation onto structure observables: electromagnetic transitions, Gamow-Teller decays, and dark-matter interaction matrix elements.