Heat oven to 400°F. Spray 13×9-inch (3-quart) baking dish with vegetable cooking spray.
In 12-inch skillet, heat 4 tablespoons of the oil over medium heat. Add onion; cook and stir about 5 minutes or until softened. Add garlic, 1/2 teaspoon of the salt, 1/4 teaspoon of the pepper, the oregano and pepper flakes; cook 2 minutes. Add tomatoes and wine; cook 3 minutes. Remove from heat. Add cooked orzo; stir gently to combine. Pour mixture into prepared baking dish.
In medium bowl, mix shrimp and remaining 2 tablespoons oil, the lemon juice, remaining 1/2 teaspoon salt and 1/4 teaspoon pepper. Toss to coat.
Place shrimp on top of pasta in baking dish. Scatter feta cheese on top. Bake 25 to 30 minutes or until heated through and shrimp is pink and opaque. Garnish with parsley.