Prepare a charcoal or gas grill until hot, placing rack 3 or 4 inches from the heat source. Meanwhile, thread tomatoes and shrimp on separate skewers. Brush with about 2 Tbs. oil. Grill, turning once, for about 5 minutes. The tomatoes are done when just charred; the shrimp should be opaque.
As skewers cook, brush the pita triangles with a bit of oil and put them on the grill for about 30 seconds on each side.
Put the lettuce in a serving bowl and toss with 1/4 cup oil, the lemon juice, and salt and pepper to taste. Add olives and oregano, and toss again. To serve, divide the salad among 4 plates, topping each with shrimp, tomatoes, and feta. Garnish with the grilled pita triangles.