For the shrimp: Prepare a charcoal grill for high direct heat. Skewer a few shrimp onto 2 skewers so the shrimp lay flat. Do the same with the tomatoes. Brush the skewers with canola oil and sprinkle with salt and pepper. Grill the tomatoes first, until slightly charred on both sides and soft, about 2 minutes each side. Reserve the shrimp skewers to the side.
Heat a few tablespoons of olive oil in a large saute pan over medium heat. Cook the garlic and shallots until soft, about 2 minutes. Add the grilled tomatoes, wine, paprika, cinnamon, red pepper flakes and sprinkle with salt and pepper. Bring to a simmer. Crush the tomatoes with a spoon. Cook until the sauce thickens. Taste; add some honey if the tomatoes aren't sweet. Sprinkle with salt and pepper. Stir in the mint, oregano and lemon zest.
Grill the shrimp until just cooked through and slightly charred, about 1 1/2 minutes each side. Remove the shrimp from the skewers and add to the tomato mixture. Toss the shrimp just to coat and transfer to a platter. Top the shrimp with the feta and mint sprigs and drizzle with olive oil. Serve with the pitas to dip in tomato juices.