Prepare the Shrimp:

1. In a medium bowl, combine the peeled and deveined shrimp with 3 tablespoons of olive oil, baking soda, optional crushed red pepper flakes, and fine sea salt. Toss gently to ensure the shrimp are evenly coated. Cover the bowl and allow the shrimp to marinate in the refrigerator for at least 15 minutes.
2. Select a wide, heavy-bottomed pot or Dutch oven. Place it over medium-high heat and add 3 tablespoons of olive oil for cooking the shrimp. Once the oil shimmers, introduce the marinated shrimp in a single layer (cook in batches if necessary to avoid overcrowding). Sear for 1-2 minutes on each side, or just until they turn pink and are nearly cooked through. Transfer the seared shrimp to a clean plate and loosely tent with foil to keep warm.

Create the Orzo Base:

1. To the same pot, add the 6 tablespoons of extra virgin olive oil and adjust the heat to medium. When the oil is warm, add the chopped yellow onion and a small pinch of salt (if desired, beyond the salt in other ingredients). Sauté for 6-8 minutes, stirring occasionally, until the onion softens and becomes translucent.
2. Stir in the minced garlic and chopped sun-dried tomatoes. Cook for another 1-2 minutes until the garlic is fragrant, being careful not to burn it.
3. Introduce the dry orzo pasta to the pot. Stir continuously for 3-4 minutes to toast the pasta, coating it well with the oil and aromatics. Mix in the dried oregano.
4. Pour in the chicken or vegetable broth. Increase the heat to bring the mixture to a gentle boil. Once boiling, immediately reduce the heat to low, cover the pot securely with a lid, and let it simmer for 13-18 minutes. Stir once or twice during cooking to prevent sticking. Cook until the orzo is al dente and most of the liquid has been absorbed.

Combine and Serve:

1. Remove the lid from the pot. Gently stir in the chopped olives, fresh lemon zest, and lemon juice. Add the reserved cooked shrimp and any accumulated juices from their plate into the orzo. Stir carefully to combine all ingredients.
2. Take the pot off the heat. Scatter the crumbled feta cheese and chopped fresh parsley over the top. If the dish appears too dry for your liking, you may stir in an additional splash of broth or a drizzle of extra virgin olive oil.
3. Taste the dish and adjust seasoning with salt and pepper if necessary, keeping in mind the saltiness of feta and olives. Serve immediately.