Start by boiling a pot of water and adding the orzo to cook it until it's al dente. You will know it is ready when it is tender, but still has a bit of a bite. Make sure to watch it closely to avoid overcooking, which can lead to a sticky mess.
While the orzo cooks, heat 1 Tbsp of olive oil in a pan and toss in the zucchini. Cook until the zucchini is slightly golden and tender, which should take a few minutes. Watch for undercooking, as you want a nice sear without being raw.
In the same pan, add the shrimp and let them sizzle until they turn pink and opaque. This will only take a couple of minutes per side, so keep an eye on them. Overcooked shrimp can get rubbery quickly.
In a small bowl, whisk together 2 Tbsp olive oil, lemon juice, minced garlic, dijon mustard, white wine vinegar, and honey. The dressing should smell fresh and fragrant. Taste and adjust with salt and pepper to your liking.
In a large bowl, mix the cooked orzo, sautéed zucchini, and shrimp. Add the baby arugula and crumbled feta, then drizzle the dressing over everything. Gently stir it all up without smashing the ingredients.
Transfer your salad to a serving dish and sprinkle the reserved lemon zest over the top. Serve immediately to keep the arugula fresh and crisp.