In a bowl, whisk together lemon juice, lemon zest, olive oil, minced garlic, oregano, salt, and pepper until well combined. Set aside 2 tablespoons of this dressing in a separate small bowl for the shrimp. While the dressing comes together, prepare all your vegetables: dice the cucumber into 1/2-inch cubes, finely chop the red onion into 1/4-inch pieces, halve the cherry tomatoes, and set the kalamata olives aside. Chop the fresh parsley and mint and set them aside separately. I like to prep all my vegetables first so I'm not rushed once the orzo and shrimp are cooking.
Bring a large pot of salted water to a boil and add the orzo, cooking until al dente according to package directions (usually 8-10 minutes). While the orzo cooks, toss the shrimp with the reserved 2 tablespoons of dressing in a small bowl. Heat a skillet over medium-high heat and cook the seasoned shrimp for about 3 minutes total, flipping halfway through, until they turn pink and opaque. Transfer the cooked shrimp to a cutting board. When the orzo is done, drain it in a colander and rinse with cold water to stop the cooking process and cool it slightly.
In a large bowl, combine the cooled orzo with the remaining dressing from Step 1, tossing gently to coat evenly. Add the diced cucumber, chopped red onion, halved cherry tomatoes, kalamata olives, capers, and feta cheese, stirring everything together. Chop the cooked shrimp into bite-sized pieces and add them to the bowl along with the fresh parsley and mint. Toss everything together gently but thoroughly until all components are well distributed. I always chop the shrimp after cooking because smaller pieces distribute the flavor throughout the salad better than whole shrimp.
Transfer the finished salad to a serving dish and refrigerate for at least 15-20 minutes before serving, which allows the flavors to meld together beautifully. Give it a quick stir just before serving and taste for seasoning, adjusting salt and pepper as needed since flavors can develop during chilling.