Pat the shrimp dry. Moisture keeps them from searing well.
Toss with olive oil, paprika, garlic powder, red pepper flakes, salt, and pepper.
Mix the dressing. In a small bowl or jar, whisk olive oil, lemon zest and juice, garlic, Dijon, honey, oregano, salt, and pepper until emulsified. Adjust salt and lemon to taste.
Prep the vegetables. Dice avocado and cucumber, halve tomatoes, slice onion, and chop herbs. Rinse capers and slice olives.
Cook the shrimp. Heat a large skillet over medium-high.
Add the shrimp in a single layer. Cook 1–2 minutes per side until opaque and just curled. Do not overcook.
Assemble the salad base. In a large bowl, combine cucumber, tomatoes, onion, olives, capers, and most of the herbs.
Add half the dressing and toss.
Add avocado and shrimp. Gently fold in the avocado and warm shrimp. Drizzle with more dressing to coat without drowning the salad.
Finish and serve. Sprinkle with feta and the remaining herbs. Taste and adjust seasoning—more lemon, salt, or pepper as needed.
Serve right away or chill 15 minutes.