Thaw shrimp, if frozen. Peel and devein the shrimp, leaving tails intact if desired.
For marinade, combine 1 teaspoon of the orange peel, 3 tablespoons of the orange juice, the brown sugar, parsley, and ¼ teaspoon of the ginger in a medium bowl. Add the shrimp; toss to coat. Cover and marinate in the refrigerator for 30 minutes.
Meanwhile, prepare dipping sauce. Whisk together yogurt, the remaining 1 teaspoon orange peel, the remaining 2 to 3 teaspoons orange juice, and the remaining ⅛ teaspoon ginger.
Drain the shrimp, discarding the marinade. Thread four shrimp onto each of two skewers (see Tip), leaving ¼ inch between pieces.
Meanwhile, combine zucchini and salt in a medium bowl; let stand for 30 minutes. Drain excess liquid from zucchini. Stir in bell pepper, onion, egg, crackers, and garlic powder.
For charcoal or gas grill, place the skewers on the rack of a covered grill directly over medium heat. Grill for 5 to 8 minutes or until the shrimp are opaque, turning once. Remove from the grill and keep warm.
Heat oil in a very large nonstick skillet over medium heat. Spoon the zucchini mixture into the hot oil to form four mounds. Pressing down lightly with the back of a spoon, flatten each mound into a cake about 3 inches in diameter. Cook for 4 to 6 minutes or until golden brown, turning once halfway through cooking time.
To serve, place two fritters and one shrimp skewer on each of two serving plates. If desired, sprinkle feta cheese over the fritters. Serve with the reserved dipping sauce.
Tip: If using wooden skewers, soak in water for 30 minutes before using.