1. Preheat a grill to medium-high heat. Lightly oil the shrimp, then sprinkle with salt and pepper. Grill until just cooked through, 2 to 3 minutes per side.
2. Toss the shrimp, arugula, cucumbers, olives, and onions together in a bowl.
3. Whisk together the lemon juice, 1/3 cup olive oil, and season with salt and pepper. Pour over the salad and toss to coat. Top with the feta cheese.
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