Preheat oven to 375 degrees F.
In a large oven-safe deep skillet, heat the oil over medium heat. Add the shallot and garlic. Sauté until softened, about 2 minutes.
Add the tomatoes, red pepper flakes, cumin, paprika, ½ teaspoon salt, ½ teaspoon pepper, and balsamic. Continue to cook, stirring, until the spices are toasted and the balsamic has reduced by half, about 2 minutes.
Add the orzo to your skillet and stir until well combined. Add the broth, lemon zest and juice, 1 tablespoon of the oregano, and parsley. Bring to a simmer and cook stirring until the pasta just begins to absorb some of the liquid, about 5 minutes. Remove from heat and add ¼ cup of feta, stir once more to combine.
Nestle the fish into the orzo. Drizzle each fillet with 1 teaspoon olive oil then season the filets with the remaining ½ teaspoon of salt and ¼ teaspoon pepper. Divide the remaining 1 tablespoon of oregano over the fillets.
Place onto the middle rack of the oven and bake for 15 minutes. Carefully remove from the oven and sprinkle with the remaining ¼ cup feta. Place back into the oven and bake for another 3 to 5 minutes until fish is cooked through and flakes easily with a fork and the pasta is tender.
Remove from oven and gently fluff the orzo with a fork. Top with additional parsley and serve.