Preheat the grill to medium high heat and lightly grease to prevent sticking.
Add the watermelon, avocados and onions in batches, flipping once you see deep grill marks on each side. Remove from the grill and allow to cool to room temperature.
Once cool, dice the watermelon and avocado and add to a bowl along with the onions. Season with a pinch each of salt and pepper.
Meanwhile, mix together the Dijon, honey, and lime juice. Slowly whisk in the olive oil until completely emulsified and then season with salt and pepper to taste. Pour the dressing over the watermelon and avocado and very gently toss.
When ready to serve, garnish the salad with feta cheese, mint and chili peppers. Enjoy at room temperature.