1. Heat oven to 425 degrees F. Pat chicken pieces dry. Loosen skin and sprinkle 1/4 teaspoon of the salt under skin. Grate zest of one lemon, then cut lemon in half and juice. In small bowl, stir together 2 teaspoons of the zest, 2 tablespoons of the lemon juice, remaining 1/2 teaspoon salt, the garlic, oregano and pepper. Tuck half of this mixture under skin of chicken. Cut peel off second lemon; chop fruit into pieces.
2. Add olive oil to remaining herb mixture in bowl. Toss with sliced fennel and chopped lemon. Transfer to a large baking dish. Top with chicken pieces and bake at 425 degrees F for 40 minutes or until instant-read thermometer inserted in thickest part of the breast registers 160 degrees F.
3. Meanwhile, cook orzo following package directions, about 9 minutes. Drain and transfer to a bowl. Transfer chicken to a platter and spoon fennel and 1 tablespoon of the pan drippings in with orzo. Add olives and feta to bowl and stir to combine. Serve warm.