How to Make It
Combine bulgur and 1 1/2 cups water in a small saucepan; bring to a boil. Cover, reduce heat, and simmer 15 minutes. Remove from heat, and let stand 5 minutes. Drain and rinse with cold water.
Heat a large grill pan over high heat. Combine shrimp, 1 tablespoon oil, and 1/4 teaspoon each salt and pepper; toss to coat. Arrange shrimp in pan; grill 2 1/2 minutes on each side or until done. Let cool slightly.
Whisk together lemon juice, oregano, remaining 3 tablespoons oil, remaining 3/4 teaspoon salt, and remaining 1/4 teaspoon pepper in a large bowl. Add bulgur, cucumber, and next 5 ingredients; toss to combine. Top with shrimp; serve with pepperoncini, if desired.