Mix Greek-style yogurt, cucumber, dill, 2 tablespoons lemon juice, shallots, and 3/4 teaspoon crushed aniseed in small bowl; season tzatziki generously with salt and pepper. Chill. Prepare barbecue (medium-high heat). Brush grill with oil. Thread shrimp onto 4 metal skewers. Brush shrimp all over with olive oil; sprinkle with salt, pepper, and remaining 1/2 teaspoon crushed aniseed. Grill just until shrimp are opaque in center, about 3 minutes per side. Divide spinach among 4 plates; drizzle lightly with additional lemon juice and olive oil. Top each with 1 shrimp skewer. Spoon tzatziki over shrimp; sprinkle with feta cheese and serve. *A thick yogurt; sold at some supermarkets and at specialty foods stores (such as Trader Joe`s and Whole Foods markets) and Greek markets. If unavailable, place plain yogurt in cheesecloth-lined strainer set over large bowl. Cover and chill overnight to drain.