In a medium skillet, heat olive oil over medium heat. Season 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 over medium heat, add onion with a pinch of salt, and sauté for 3 minutes. Then add garlic and cook for an additional 2 minutes.

Add fresh corn and smoked paprika to the skillet, cooking for 2-3 minutes until warmed through.

Pour in half-and-half and bring to a simmer, stirring in feta until melted, then simmer for 3-5 minutes.

Squeeze lime juice into the sauce, return shrimp to the skillet, stir gently, and warm for 1-2 minutes. Garnish with corn, lime slices, and cilantro before serving.