Step 1

Light a grill. In a medium bowl, mix the yogurt with the scallion, 1/4 of the garlic and 1/2 tablespoon of the dill. Stir in the feta, mashing it slightly. Season with salt and pepper.

Step 2

In a large bowl, combine the remaining minced garlic and 2 tablespoons of dill with the olive oil. Add the shrimp and lemons, season with salt and pepper and toss to coat. Thread 4 shrimp and 2 lemon wedges onto each of 12 skewers. Season with salt and pepper and grill over a medium-hot fire, turning occasionally, until the shrimp are charred and cooked through, about 5 minutes. Transfer the skewers to a platter and serve at once with the feta sauce.