When I look for skirt steak for the grill I look for thicker pieces. If all your butcher has on hand is the very thin, long skirt it works great too but it is much harder to cook to any particular temperature. —thirschfeld
Kosher salt and freshly ground pepper
cherry tomatoes (like Sweet 100s), quartered
Place your skirt steak on a sheet tray. With dry hands, take a two-finger pinch of salt. With your hand 6 to 10 inches above the steak sprinkle the salt so it snows onto the meat -- what you're really looking for is flurries spread evenly across the protein landscape. Flip the steak and repeat. Let the steak sit until the salt is absorbed. In other words, let the snow melt.
If you are using charcoal, set up your grill for direct heat grilling and light it. If you are using propane fire it up and let it get very hot.
Make the salsa by combining the tomatoes, red onion, olives, minced oregano, and red wine vinegar. Season the salsa with a dash of pepper and a pinch or two of salt. Remember feta is salty, so easy on the salt. Drizzle in the olive oil to taste, 1/2 to 1 tablespoon. Stir thoroughly and taste. Adjust the seasoning. Set the salsa aside and let the flavors macerate. The salsa can be made several hours ahead of time if need be. I like the salsa to taste fresh, so while you could make it a day ahead it will lose its fresh flavor. That decision is up to you.
Season the steak with pepper. Grill it on a very hot grill to rare. It should have some good grill marks on both sides. Let the steak rest for 10 minutes. I find steaks like skirt and flank to be the most tender and have the best flavor when cooked medium rare to medium.
When the steak has finished resting, place it back onto the grill and warm it through to medium rare or medium.
Slice the steak thinly, top with salsa, crumble on the feta and garnish with remaining oregano and serve.