Cook the orzo in abundantly salted water according to package instructions or to your taste. Drain and transfer to a large salad bowl.
Meanwhile, make lemon-dill vinaigrette to dress the salad: combine lemon zest and juice, mustard, and grated shallot in a medium bowl. Whisk everything together with a few pinches of salt and freshly ground black pepper. Slowly add the olive oil while whisking, then stir in the chopped dill. Taste and adjust as needed.
Pour the vinaigrette over the still-warm pasta and toss. Allow to cool to room temperature, then add the olives and cucumbers. Scatter the crumbled feta cheese over the top and serve.