In a food processor or blender, combine the roasted peppers, lemon zest and juice, garlic, green onions, olive oil, crushed red pepper and some salt and black pepper. Pulse until well combined.
Pour half of the marinade over the shrimp and toss well. If desired, marinate the shrimp in the refrigerator for up to 30 minutes.
Prepare a grill or grill pan for medium-high heat. Oil the grill grates.
Remove the shrimp from the marinade and transfer to the grill. Grill on both sides until cooked through, about 2 minutes per side; the shrimp should be pink and firm.
Transfer the remaining marinade to a saucepan with 1/4 cup water. Bring to a boil, then lower to a simmer; cook until slightly thickened, about 5 minutes.
To serve: Make a small salad with arugula and mixed greens in the center of each plate. Top with grilled shrimp, and drizzle over the sauce. Scatter feta cheese and green onions over the top.