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1. Prepare Greek Island Dipping Sauce; cover and chill until ready to use. Build a charcoal fire or preheat a gas grill. Put the shrimp in a large bowl and toss with the oil to coat lightly all over. Just before putting on the grill, sprinkle the salt evenly over the shrimp and toss well to make sure each shrimp is thoroughly coated in a crust of salt. Do not use fine-grain kosher salt, as it melts too quickly.
2. Place the shrimp in the center of the cooking grate, and grill for 3 to 4 minutes per side or until the shrimp is pink and the flesh is opaque. Serve immediately with the dipping sauce.
1. In a small bowl whisk together the oil, lemon juice, and peel. Stir in the garlic. Add the oregano leaves. Let sit for at least 20 to 30 minutes or make up to 12 hours in advance. Add pepper just before serving. Use within 24 hours.