If using wooden skewers, soak the skewers in water for about 5 minutes before skewering the shrimp.
Prepare the shrimp marinade:
Combine avocado lemon oil with lemon juice, oregano, salt, pepper, and garlic powder and whisk until combined.
Place the shrimp in a glass baking dish and pour the marinade over the shrimp.
Toss to coat and let it hang out for about 10 minutes while you prep the veggies and the Greek yogurt dip. You don't want to let it marinate for more than 15 minutes because the acid in the lemon will start to cook the shrimp like in a ceviche.
Skewer the shrimp on
Prepare the dip by combining the Greek yogurt, minced garlic, lemon juice, olive oil, minced dill, salt, and pepper in a medium bowl. Stir to mix, taste for seasoning and adjust as needed.
Heat the grill to medium-high heat.
Oil the grates with an oil-soaked paper towel. Place the shrimp skewers and lemon slices (if using) on the grill. Cook for 3 to 3 1/2 minutes on each side until the shrimp turns pink and has grill marks. The shrimp will be done in 6 minutes, so be sure to remove it from the grill even if you don't have grill marks at that time.
Meanwhile, on a large platter, place the halved tomatoes, sliced cucumbers, Kalamata olives, feta cheese, shrimp skewers, and lemon slices. Place the Greek yogurt dip in a small bowl on the side of the platter for dipping. Garnish with fresh dill sprigs and toasted pita bread.