How to Make It
In a medium bowl, combine the lemon juice with the shallots, 1 tablespoon of the olive oil and 1 teaspoon of the oregano; season with salt and pepper. Add the shrimp, toss well and let stand at room temperature for 10 minutes.
In a large bowl, combine the cucumber with the tomatoes, green and yellow bell peppers, olives, lemon zest and the remaining 1 tablespoon of chopped oregano. Season the salad with salt and pepper and toss well.
Light a grill or heat a grill pan. Thread the shrimp onto 4 skewers and grill over moderate heat, turning once, until cooked through, about 3 minutes.
Mound the salad on plates and top with the feta. Drizzle each salad with 1 tablespoon of the olive oil and sprinkle with salt. Serve the shrimp on the side.