Heat a large skillet over medium heat and add olive oil. Season the shrimp with chili powder and salt, then sauté for 3-4 minutes until pink and opaque. Remove and set aside.

In the same skillet, melt butter and sauté chopped onion for about 3 minutes until softened. Stir in minced garlic and cook for another 1-2 minutes.

Add cooked corn and smoked paprika, heating through for about 2-3 minutes.

Pour in half-and-half, bringing to a gentle simmer. Stir in crumbled feta until melted and smooth.

Squeeze lime juice into the sauce, return shrimp to the skillet, and heat gently, garnishing with corn, lime slices, and cilantro before serving.