Heat a 12-inch skillet over medium heat and add 2 tablespoons of olive oil. Season the shrimp with chili powder and salt. Cook the shrimp for about 3-4 minutes until they turn pink and opaque, then remove from the skillet.

In the same skillet, melt the butter over medium heat. Add chopped onions and sauté for roughly 4 minutes until softened. Stir in minced garlic and sauté for an additional 2 minutes.

Stir in corn kernels and smoked paprika. Cook for about 3-4 minutes until heated through and well mixed.

Pour in half-and-half, bring to a gentle simmer, then add crumbled feta cheese, stirring until melted and blended. Cook for an additional 2-3 minutes.

Squeeze lime juice into the sauce, return shrimp to the skillet, and gently reheat. Top with remaining corn, lime slices, and chopped cilantro before serving.