Sear the shrimp first. Heat 1 tablespoon of olive oil in your skillet over medium-high heat. Add the shrimp in a single layer and cook for about 90 seconds per side, until pink and just opaque. Remove to a plate they’ll finish cooking gently later, so slightly underdone here is fine.
Use a wide skillet, not a deep pot, for the orzo. In the same skillet, add the garlic and cook for 30 seconds until fragrant, then add the cherry tomatoes and cook for 2 minutes until they start to soften. Add the dry orzo and toast it in the pan for about 1 minute, stirring, until lightly golden in spots. The width of the pan matters here more than it seems like it should: a wide, shallow skillet spreads the orzo into a thin layer with most of it touching the hot surface directly, which cooks it evenly and helps it release starch into the liquid consistently. A narrow, deep pot stacks the orzo several layers thick, so the top barely touches the broth while the bottom scorches the same reason risotto is never made in a tall pot.
Add the broth and simmer. Pour in the broth and stir once. Bring to a simmer, then reduce the heat to medium-low, cover, and cook for 9–10 minutes, stirring once or twice, until the orzo is tender and most of the liquid has been absorbed into a thick, starchy base.
Melt in the feta. Nestle the block of feta into the center of the orzo and let it sit, covered, for 2–3 minutes to soften. Pro tip: once it’s soft, stir it directly into the orzo rather than trying to break it up first it melts into a smoother sauce this way than if you crumble it in cold.
Finish the sauce. Stir in the lemon zest, lemon juice, and oregano, along with the softened feta, until everything comes together into a creamy, cohesive sauce. Season with salt and pepper to taste feta is salty, so hold off adding much salt until this point.
Return the shrimp. Nestle the seared shrimp back into the orzo and let everything warm through together for 1–2 minutes over low heat.
Serve. Top with fresh dill or parsley and serve immediately while the sauce is still glossy and warm.