Rinse & devein shrimp, leaving tail shells in place. Smash garlic with flat side of large knife transfer to a blender along with lemon juice, salt and fresh pepper and blend until smooth. With motor running, add oil in a slow stream, blending until emulsified. Transfer dressing to a bowl and stir in chopped oregano.
Prepare grill for cooking over direct heat medium-hot (you can also use the top shelf of the broiler). Toss shrimp with olive oil mixture in a large bowl and marinate 5 minutes. Place about 5 shrimp per skewer piercing twice as pic. Grill shrimp on lightly oiled grill rack (covered only if using gas), turning over once. Keep a close eye on them until just cooked through & turning pink, no more than 5-6 min.
Whisk olive oil, lemon juice, vinegar, salt & pepper to taste for the salad dressing and toss with romaine. Sprinkle feta, olives, tomato, and onion on top and serve with the grilled shrimp on skewers. Serve with warm pita & tzatziki.