Rinse shrimp in cold water. Dissolve salt in a mixing bowl with enough water to cover shrimp completely; add 1 tablespoon lemon juice and shrimp; set aside for 10 minutes.

Preheat broiler with a rack 4 inches from heat source. Drain shrimp and toss with olive oil and a sprinkle of Creole seasoning. Spread in a single layer on a rimmed baking sheet and broil, stirring once, until shrimp are just cooked through, 5 to 10 minutes depending on the size of the shrimp.

Meanwhile, combine orzo, mayonnaise, mustard, parsley, dill, and remaining lemon juice; taste and adjust seasoning as desired. Fold in shrimp and feta; serve at room temperature, or cover and chill for several hours for a cold salad. Serve with lemon wedges.