1. Soak wooden skewers in water 30 minutes.
2. Thread 3 shrimp onto each skewer, and place skewers in an 11 x 7-inch baking dish.
3. Combine 1 teaspoon olive oil, 2 teaspoons oregano, lemon rind, 1 tablespoon lemon juice, garlic, and 1/4 teaspoon pepper; pour over skewers, turning to coat. Cover and marinate in refrigerator 15 minutes.
4. Prepare grill.
5. Place skewers on grill rack coated with cooking spray, and grill 5 to 6 minutes or until done, turning skewers occasionally.
6. Combine remaining 2 teaspoons olive oil, 1 teaspoon oregano, 1 tablespoon lemon juice, 1/4 teaspoon pepper, and feta cheese; toss gently.
7. Remove shrimp from grill, and place 2 skewers on each of 4 plates. Top evenly with lemon-herb feta.
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