Assemble watermelon feta appetizer bites by layering a cube of watermelon, then feta cheese, and then topping it with another cube of watermelon onto a cocktail skewer or toothpick.
If making ahead of time, store in an airtight container in the refrigerator until about 15-25 minutes before serving.
Just before serving, drizzle with balsamic glaze.
Make-Ahead: Prepare Watermelon Feta Bites without adding the balsamic glaze drizzle. Store, in an airtight container or covered with plastic wrap, in the refrigerator for up to 3 days. Before serving, drizzle with balsamic glaze.