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Clean the shrimp, leaving the heads and tails on.
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Whisk together the olive oil, lemon juice, mustard, hot sauce, ouzo, oregano, salt and pepper and marinate the shrimp for 10 minutes.
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Rinse the lettuce very well, then shake off the excess moisture. Cut the lettuce head into ribbons about a half inch thick.
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Whisk together the oil, lemon juice and salt until smooth and thick. Set aside.
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Brush a nonstick skillet or stovetop griddle with a tablespoon of olive oil. Heat on medium high.
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Sear the shrimp, drizzling the marinade into the pan. Turn the shrimp with kitchen to sear on both sides. They should take about 4 – 5 minutes total to cook and will have nice grill marks on both sides.
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Assemble the salad while the shrimps are searing: Place the lettuce, scallions, dill, and feta in a large bowl. Pour the dressing over the salad. Toss all together and massage/scrunch the greens with your hands to infuse with the rest of the ingredients and break down its rough characteristics.
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Serve the salad with the shrimp on top.