1. Combine oil, tomato, salt, and oregano in pie plate. Set aluminum pie plate with sauce over hot side of grill and cook, stirring occasionally, until hot (about 1 1/2 minutes); transfer to cool side of the grill if using a charcoal grill or set aside off heat if using a gas grill.

2. Proceed to grill shrimp as directed, adding lemon juice, feta, olives, and scallions just before serving.

Makes enough to sauce 1 1/2 pounds shrimp.