Combine all of the ingredients together in a small bowl and whisk well. Set aside.
Coat a large grill pan with cooking spray over medium-high heat. Slice the vegetables then drizzle the olive oil over them and season them with oregano, sea salt, and freshly cracked pepper, to taste. Toss to coat evenly.
Place into the hot grill pan and cook for 3-4 minutes on each side until tender. The onion and bell peppers may take longer than the zucchini and squash. Set the vegetables aside to cool before dicing.
Cook the orzo in a large pot of salted water per instructions then drain well. Pour the cooked orzo into a large bowl. Add the diced grilled vegetables, fresh parsley, and feta cheese.
Drizzle the vinaigrette onto the mixture then toss to coat evenly (you may not need all of the vinaigrette). Taste and re-season if needed. Serve immediately and enjoy.