Preheat the oven to 400 degrees F.
Fill a large pot with water, add 1 tablespoon of salt and a splash of oil, and bring the water to a boil. Add the orzo and simmer for 9 to 11 minutes, stirring occasionally, until it's cooked al dente. Drain and pour into a large bowl. Whisk together the lemon juice, 1/2 cup olive oil, 2 teaspoons salt and 1 teaspoon of pepper. Pour over the hot pasta and stir well.
Meanwhile, place the shrimp on a sheet pan, drizzle with olive oil, and sprinkle with salt and pepper. Toss to combine and spread out in a single layer. Roast for 5 to 6 minutes, until the shrimp are cooked through. Don't overcook!
Add the shrimp to the orzo and then add the scallions, dill, parsley, cucumber, onion, 2 teaspoons salt, and 1 teaspoon pepper. Toss well. Add the feta and stir carefully. Set aside at room temperature for 1 hour to allow the flavors to blend, or refrigerate overnight. If refrigerated, taste again for seasonings and bring back to room temperature before serving.