This is a recipe that I found in Chef Michael Symons cookbook 5 in 5, but changed it up a bit. The idea was all his and I will not take credit for someone else's creation. What I did to this to change it more to my taste was the addition of lemon, garlic, and the red onion. I could not get over how good this tasted. It may also seem like a lot of wine in a foil pack, but it works. I served with some fresh sourdough bread to sop up the sauce. I also did not add the additional salt or pepper as I felt the feta was salty enough.
Place a large piece of foil in a bowl ( the bowl is just to stabilize the foil pack until you seal it ) line bottom of foil with thinly sliced lemon, and add 1/4 of the shrimp, tomatoes, onion, and chopped baby dill. Add 2 tablespoons olive oil, 1/2 cup of wine, fold and tightly seal packet. DO NOT ADD FETA at this time. Repeat with remaining foil and ingredients making 4 packets
Place packets on a heated grill for 8 minutes, remove, pour carefully into bowl add 1/4 lb feta to each, stir, cover with foil and let sit 5 minutes