Step 1

Adjust oven rack to middle position and heat oven to 375 degrees. Pat shrimp dry with paper towels and season with salt and pepper; cover and refrigerate until needed.

Step 2

Heat oil in 12-inch ovensafe nonstick skillet over medium heat until shimmering. Add onion and bell pepper and cook until vegetables are softened, 5 to 7 minutes. Stir in garlic and oregano and cook until fragrant, about 30 seconds. Stir in orzo and saffron and cook, stirring often, until orzo is lightly browned, about 4 minutes.

Step 3

Stir in broth and reserved tomato juice, bring to simmer, and cook, stirring occasionally, until orzo is al dente, 10 to 12 minutes.

Step 4

Stir in shrimp, tomatoes, and peas, then sprinkle feta evenly over top. Transfer skillet to oven and bake until shrimp are cooked through and feta is lightly browned, about 20 minutes.

Step 5

Remove skillet from oven (skillet handle will be hot). Sprinkle scallions over top and serve with lemon wedges.