How to Make It
In a small bowl, using a spoon, mash the anchovies and garlic to a paste. Whisk in the vinegar, followed by the mayonnaise. Gradually whisk in the olive oil and transfer to a small bowl.
Arrange the cucumbers on a work surface. Top each with a cube of feta followed by a tomato. Poke a 4-inch skewer or toothpick through each stack and transfer to a platter. Serve the skewers along with the aioli.