In a small bowl, whisk together lemon juice, extra virgin olive oil, minced garlic, dried oregano, salt, and pepper until well emulsified. Set aside at room temperature—this dressing will be the flavor foundation for the entire salad. I like to make this first so the flavors can meld while you prepare the other components.
Bring a large pot of salted water to a boil and cook the orzo according to package directions until al dente (usually 8-10 minutes). Drain the pasta and immediately transfer it to a large mixing bowl while still warm. This is key—warm pasta absorbs the dressing much better than cooled pasta. Reserve the bowl for later assembly.
While the pasta cooks, pat the shrimp dry with paper towels and spread them on a rimmed baking sheet. Drizzle with a small amount of olive oil from the dressing mixture, season lightly with salt and pepper, and toss to coat evenly. Roast at 400°F for 5 minutes until the shrimp are just cooked through and opaque (they'll continue cooking slightly as they cool). Remove from the oven and let cool for a few minutes before using.
Pour the lemon-herb dressing from Step 1 over the warm orzo in the mixing bowl and toss thoroughly to coat every piece of pasta. The warm pasta will absorb the dressing, infusing it with flavor throughout. Let this sit for a minute or two while you prepare the fresh ingredients.
Add the cooled shrimp from Step 3, diced cucumber, fresh dill, fresh parsley, and crumbled feta cheese to the dressed orzo in the bowl. Gently fold everything together, being careful not to break up the feta chunks or shrimp too much—you want distinct, appealing texture in every bite. I prefer adding the fresh herbs and vegetables at the last moment so they stay vibrant and don't get overly saturated. Taste and adjust seasoning if needed with a squeeze of lemon or pinch of salt.