Cut the feta into cubes. They should be small enough to fit inside the dates.
Wash the lemon with hot water. Zest and juice it.
Stuff the dates with feta and then thread them onto the skewers.
In a bowl, combine the olive oil, lemon juice, lemon zest, cumin, and chopped pistachios.
Brush the skewers with the mixture and let them marinate for about 10 minutes.
Grill the skewers until the feta is lightly browned and the dates caramelized.
Remove the stuffed dates from the skewers. Serve them on plates and drizzle with the remaining marinade. Season with fleur de sel, or sea salt, to taste.