Cut 2 one-inch-thick slices from the center of a medium (about 7 lbs.) watermelon. Brush the slices on both sides with olive oil and sprinkle with chili powder; season. Grill over medium heat until grill marks appear, about 3 minutes per side. Transfer to a cutting board; cut lengthwise into sticks and then cut the sticks crosswise. Top with 1 tsp. lime zest, 2 tsp. fresh lime juice, 1/3 cup fresh cilantro leaves and 1/4 cup thinly sliced red onion.