On your hot outdoor grill or indoor grill pan, place watermelon slices just long enough to get some good grill marks on the fruit; set aside. When cool, dice into bite-size pieces.
In a large salad bowl, add the baby arugula, diced watermelon, diced cucumbers, bacon pieces, pecan pieces, and crumbled Feta; chill the salad until ready to serve.
When ready to serve, add about 1/3 cup of the dressing and toss well. Have a taste and see if it needs more dressing or just serve the salad along side the bottle of dressing — each guest can add more per their personal taste.