In a medium bowl, toss the shrimp with paprika, salt, and black pepper. Set aside.
Heat olive oil in a large skillet over medium-high heat. Add the shrimp and cook for 2 minutes on each side until pink and opaque. Remove shrimp from the skillet and set aside.
In the same skillet, add the chopped onion and cook for 3-4 minutes until softened.
Add the minced garlic and cook for 1 minute until fragrant.
Add the orzo pasta to the skillet and stir to coat with the onion and garlic mixture. Toast the orzo for 1-2 minutes.
Pour in the vegetable broth and bring to a boil. Reduce heat to medium-low, cover, and simmer for 8-10 minutes, stirring occasionally, until the orzo is tender and most of the liquid is absorbed.
Stir in the chopped sun-dried tomatoes, sliced Kalamata olives, and fresh baby spinach. Cook for 2-3 minutes until the spinach is wilted.
Return the cooked shrimp to the skillet and stir to combine. Cook for an additional 1-2 minutes to heat through.
Remove the skillet from heat. Stir in the lemon zest, fresh lemon juice, and crumbled feta cheese.
Garnish with chopped fresh parsley before serving.