Preheat your grill to a medium heat.
Stand the watermelon half cut side down on a cutting board and slice away the rind, leaving a solid block of melon. Cut the watermelon into 8 pieces about 1 inch thick.
Place watermelon on the grill for 1-2 minutes on each side or until you have nice grill lines on your watermelon.
Place your watermelon on a bed of baby arugula lettuce. Top with Feta cheese and balsamic salad dressing.