Preheat your oven to 425°F (220°C) and line a baking sheet with parchment paper. Toss shrimp with olive oil, salt, pepper, oregano, paprika, and lemon zest. Spread in a single layer on the baking sheet.
Roast shrimp for 8–10 minutes until opaque and cooked through. Set aside.
Bring a large pot of salted water to a boil. Cook orzo according to package instructions until al dente, about 8–10 minutes. Drain and return to the pot.
Stir in olive oil, lemon juice, garlic, and red pepper flakes into the warm orzo.
Fold in cherry tomatoes, spinach, parsley, and dill into the orzo mixture.
Mix in crumbled feta and capers gently.
Top the orzo mixture with roasted shrimp and serve warm or at room temperature.