Prepare the vinaigrette by combining all the ingredients in a small glass jar and whisking well. Set aside.
Heat a large grill pan over medium-high heat coated with olive oil cooking spray.
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.
Cook the vegetables by placing them on the hot grill pan and cooking 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 according to the package instructions, then drain well.
Pour the cooked orzo into a large bowl. Add the diced grilled vegetables, fresh parsley, and feta cheese.
Drizzle some of the well-whisked vinaigrette over the mixture, then toss to coat evenly (you may not need all of the vinaigrette). Taste and re-season if needed.