Heat the olive oil in a large pot over medium heat. Add the diced onion and cook for 3 minutes until it softens.
Stir in the minced garlic and cook for 1 minute more.
Pour in the broth and bring it to a boil. Add the orzo and cook for 8 minutes, stirring now and then.
Gently add the fish pieces to the pot. Simmer for 5 minutes until the fish turns opaque and flakes easily.
Remove the pot from the heat. Stir in the lemon zest, lemon juice, sliced olives, and chopped dill. Season with salt and pepper.
Ladle the stew into bowls and top each serving with crumbled feta cheese.