Preparation Prepare a grill for high heat. Whisk garlic, oregano, salt, red pepper, and 2 Tbsp. oil in a large bowl. Add shrimp, zucchini, and tomatoes and toss to coat. Brush wires of grill basket with oil, then add shrimp mixture. Arrange in an even layer and close basket. Place grill basket on grill and cook, turning often, until shrimp is fully cooked through and zucchini and tomatoes are lightly charred, about 6 minutes. Meanwhile, grill pita just until warm and toasted. Transfer shrimp mixture to a large bowl and toss until coated with tomato juices. Divide among plates and top with feta. Serve with pita alongside.