Baste watermelon slices with extra virgin olive oil.

Preheat grill to medium-high heat, cleaning and oiling grates.

Place watermelon slices on to direct heat, leaving in place to get grill marks and a good caramelization. Grill for approximately 3-4 minutes on each side.

Remove from the grill and season with Maldon sea salt, freshly ground black pepper, drizzle with balsamic reduction and crumbled feta cheese.