Note: there is no wrong way to do the vegetables here! Cut them as you wish (at least large enough so they don’t fall through grates/grill pan), use the vegetables you wish - whatever you love most!
Preheat the grill to high. Make the dressing first and set it aside.
Bring a pot of salted water to a boil and cook the orzo according to the package directions - usually around 8 minutes for al dente. If the orzo is finished before everything else is, toss with a spoonful of olive oil so the pasta doesn’t stick together. Grill the vegetables while the water boils and orzo cooks.
I find that I need 2 grill baskets/trays here to do all the vegetables. You can of course put vegetables right on the grill too - especially things like large pieces of bell peppers, asparagus, zucchini rounds or spears, etc. Toss the vegetables with olive oil and sprinkle with salt and pepper. If desired, you can also toss with 1 to 2 tablespoons of balsamic vinegar.
If the mushrooms are sliced, I put them on a sheet of foil. (if they are whole, you can place them directly on the grill or grill plate.) Drizzle the mushrooms with olive oil and add 1 to 2 tablespoons of balsamic vinegar. You can add cracked black pepper and garlic powder too. Wait to salt until the mushrooms cook.
Place the vegetables on the grill. Cook for 10 to 15 minutes total, tossing and turning some of the vegetables every few minutes. The length of time will depend on how small you cut your vegetables, so keep an eye on them. I check every 5 minutes or so.
Once the vegetables are done, toss them in a large bowl with the orzo. Pout the feta vinaigrette on top and toss. You can add in extra feta, fresh dill or chives if you wish. Either serve immediately, or store in the fridge until you serve. You can make this 24 hours ahead of time. Leftovers are great!