In a 4-qt. saucepan, bring about 2 qt. water and 1 Tbs. salt to a boil over high heat. Add the orzo and cook, stirring occasionally, until just tender, about 8 minutes (or according to package directions). Drain but don’t rinse the pasta and pour it onto a rimmed baking sheet to cool evenly and quickly.
Heat a gas grill with all burners on high. Clean and oil the grate. Toss the eggplant and bell pepper with 2 Tbs. of the olive oil and a generous sprinkling of salt. Lay the vegetables on the grill and cook, with the grill covered, turning once, until cooked through and grill-marked, 2 to 3 minutes per side. Transfer to a cutting board. Allow the vegetables to cool slightly and then cut them into small dice.
In a liquid measuring cup, whisk the vinegar with the mustard and a generous pinch of salt. Slowly whisk in the remaining 1/3 cup olive oil.
When ready to serve, combine the orzo, grilled vegetables, onion, feta, olives, and oregano in a medium bowl. Pour on the dressing, toss well, and serve.