Preheat the oven to 425°F (220°C). Line a baking sheet with parchment paper. Toss the shrimp with olive oil, salt, pepper, oregano, smoked paprika, and lemon zest. Spread in a single layer on the prepared baking sheet.
Roast shrimp for 8–10 minutes, or until opaque and just cooked through. Set aside.
Bring a large pot of salted water to a boil. Cook orzo according to package instructions until al dente. Drain and return to pot.
While orzo is hot, stir in olive oil, lemon juice, garlic, and red pepper flakes. Mix well to coat.
Fold in cherry tomatoes, spinach, parsley, and dill until spinach is just wilted.
Gently mix in feta cheese and capers if using.
Top orzo with roasted shrimp and serve warm or at room temperature garnished with extra herbs and lemon wedges if desired.