Heat the olive oil in a large pot over medium heat. Add the lamb pieces and brown them on all sides, about 6 to 8 minutes.
Add the onion, garlic, and carrots to the pot. Cook for 4 minutes until the onion softens.
Pour in the chicken broth, lemon zest, lemon juice, salt, and pepper. Bring the mixture to a simmer and cook for 25 minutes until the lamb is tender.
Stir in the orzo and continue simmering for 10 minutes, stirring once or twice, until the orzo is cooked through.
Remove the pot from the heat and stir in the fresh dill before serving.