Preheat broiler. Quarter peppers lengthwise; remove cores. Rub with 1 tsp. olive oil; place on baking sheet, cut side down. Broil until blistered, about 5 minutes. Let cool and remove peels. Cut into strips.
Preheat oven to 400ºF. In a roasting pan, toss onion and zucchini with 2 Tbsp. olive oil, salt and pepper. Roast, stirring often, until tender 45 minutes.
Bring a pot of salted water to a boil. Cook orzo until al dente, about 11 minutes. Drain, rinse and drain again. Pour into a bowl.
Whisk lemon juice, herbs and remaining olive oil. Season with salt and pepper. Pour over orzo and toss. Add olives and vegetables. Crumble and add cheese before serving.