Mix lemon zest, 1/2 teaspoon saltand 1/2 teaspoon pepper together. Pat shrimp dry with paper towels and toss with lemon-salt mixture to coat; set aside.
Heat 1 tablespoon oil in 12-inch nonstick skillet over medium-high heat until just smoking. Add onion and cook until softened, about 4 minutes. Stir in garlic and cook until fragrant, about 30 seconds. Stir in orzo and cook, stirring frequently, until orzo is coated with oil and lightly browned, about 4 minutes. Add broth, bring to boil and cook, uncovered, until orzo is al dente, about 6 minutes. Stir in olives, 1/2 cup feta and lemon juice. Season with salt and pepper to taste.
Reduce heat to medium-low, nestle shrimp into orzo, cover and cook until shrimp are pink and cooked through, about 5 minutes. Sprinkle remaining 1/2 cup feta over top and drizzle with extra oil. Garnish with chopped fresh parsley. Serve.