In a large skillet, heat 2 tablespoons of olive oil over medium heat until shimmering. Season raw shrimp with chili powder and salt. Cook shrimp for 3-4 minutes until pink and opaque, then remove from skillet.

In the same skillet, melt butter over medium heat. Add chopped onion and sauté for about 3 minutes until translucent. Stir in minced garlic and sauté for another 2 minutes until aromatic.

Add cooked corn and smoked paprika to the skillet. Stir and cook until heated through, about 2-3 minutes.

Pour in half-and-half, allowing it to simmer. Gradually stir in feta until melted and integrated into the sauce.

Squeeze lime juice into the sauce, then return shrimp to the skillet and mix gently. Garnish with lime slices and cilantro, adjusting seasoning if necessary.