1Quarter the watermelon lengthwise. Cut each quarter into 2-inch-thick slices. Place on a baking sheet, then brush lightly with olive oil. Set aside.
2Preheat a charcoal or gas grill to medium heat. Or preheat a stovetop grill over medium heat. Clean and oil the cooking grate. Add the watermelon slices and grill just until marked, about 2 minutes per side. Set aside to cool on the baking sheet.
3In a bowl, whisk together the citrus juices, a pinch of salt, and 2 to 3 tablespoons olive oil.
4Remove and discard the rinds, then cut the watermelon into chunks and add to a serving bowl. Pour the dressing over the top and toss gently. Top with the feta and mint and toss to coat. Serve right away.