Preheat oven to 250 degrees. Place bread slices on a large baking pan and drizzle evenly with olive oil. Bake in the oven for about 20 to 30 minutes, or until bread slices are just crispy.
Preheat oven to Broil. Place corn on small baking sheet and broil for 30-60 seconds, or until starting to blacken. Turn the corn and return to broiler for 30 to 60 more seconds, repeating until all sides are lightly charred. Set aside to cool and then cut the kernels from the cobs.
In a medium bowl combine grape tomatoes, onion, cilantro, jalapeno, lime juice, and sea salt; stir until well combined. Cut the avocados in half, remove the pits and scoop out the flesh. Chop the avocado into small chunks. Add the avocado and corn in to the tomato mixture and gently fold until combined.
Place about 1 heaping tablespoon of corn and avocado mixture on top of each bread slice and then top with one shrimp and a sprinkle of feta cheese. Serve immediately.