Preheat the oven to 400 degrees. Arrange shrimp on a parchment lined baking sheet. Drizzle with olive oil and season with salt and pepper. Roast for 7-10 minutes.
Stir together lemon juice, olive oil, dill, parsley, salt, and pepper in a large bowl. While still hot, mix orzo into lemon juice mixture. Fold in shrimp, scallions, cucumber, and red onion.
Chill if desired. Top with feta to serve.
Recipe by Rachel Schultz at https://rachelschultz.com/2012/02/12/roasted-shrimp-and-orzo/