Cut feta into large cubes. Mix oil with lemon juice, oregano, salt and pepper, sprinkle feta received marinade and leave to infuse for 1 hour. Cut zucchini into thin slices, wrap the cheese cubes, strung on skewers, alternating with cherry tomatoes. Fry for 3-4 minutes on the grill, lubricating the remaining marinade. Serve with pita bread and tomato sauce.