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1. Thaw shrimp, if frozen. For marinade, with a mortar and pestle crush cumin seed; transfer to a large bowl. Whisk in orange juice, 2 tablespoons of the tequila, and ground ancho chile pepper. Add shrimp and toss with marinade to coat; set aside for 15 minutes, stirring twice.
2. Meanwhile, cut heirloom tomatoes into wedges. Halve the 1 1/2 cups small tomatoes. On a large platter arrange tomato wedges and small halves; set aside. For vinaigrette, in a screw-top jar with lid combine 4 tablespoons of the oil, remaining 2 tablespoons tequila, the lime juice, garlic, and salt. Cover and shake well to combine; set aside.
3. Drain shrimp, discarding marinade. Place shrimp in a large grill basket. Halve the Roma tomatoes. Brush Roma tomatoes and the jalapeno chile pepper halves with remaining 1 tablespoon oil. For a charcoal or gas grill, place grill basket with shrimp, halved plum tomatoes, and jalapeno chile pepper halves on the rack of a covered grill directly over medium heat for 5 to 7 minutes or until shrimp are opaque and tomatoes and jalapeno halves are slightly soft and lightly browned, stirring shrimp occasionally and turning tomatoes and pepper halves half way through grilling time. When cool enough to handle, finely chop the jalapeno chile pepper and stir into the shrimp.
4. To assemble platter, add shrimp mixture and grilled tomatoes to the other tomatoes on the platter. Drizzle with vinaigrette. Top with cilantro and, if desired, feta. Serve immediately or cover and chill for up to 4 hours.