Add crab boil and salt to a container and add enough cold water to completely submerge shrimp; stir until salt is dissolved then add shrimp. Set aside for at least 15 minutes or refrigerate for several hours.

Combine the salad oil and chiles in a saucepan over medium heat; cook, stirring occasionally, until it simmers. Remove from heat and, using a slotted spoon, remove peppers from oil, pressing to extract as much oil as possible. Discard chiles or save for another use; set chile oil aside to cool to room temperature.

Place red onion, arugula, watermelon, cherry tomatoes, and feta cheese in a large mixing bowl.  Drizzle with some of the cooled chile oil, season with salt and pepper, and sprinkle with a generous amount of vinegar; toss gently, taste, and adjust seasoning.

Prepare a medium-hot grill for direct grilling.  Drain shrimp and thread onto skewers; grill over direct heat, turning once, until just opaque; do not overheat.

Divide salad among 6 serving plates and top each with 2 skewers of grilled shrimp. Serve at once.