1. In a bowl, combine the feta, dill, 4 tablespoons of the oil, and ⅛ teaspoon pepper.
2. Thread the shrimp onto skewers; brush with the remaining tablespoon of the oil and season with ¼ teaspoon each salt and pepper. Grill over medium-high heat until opaque, 2 to 3 minutes per side. Drizzle with the sauce.
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