Bring a pot of water to boil and cook the orzo according to the package to al dente (in other words, not mushy, with a little "bite" left in the pasta). Drain well and transfer to a large bowl.
Meanwhile, heat the grill to medium high.
Cut off the ends of the asparagus (not the leafy looking part, the other end!) and then slice the zucchini into long slices about 1/4 - 1/8 inch thick for easy grilling.
Place the zucchini and asparagus in a bowl and toss with Olive Oil, salt and pepper.
Place the baby bella mushrooms on a skewer, brush with Olive oil and season with salt and pepper.
Move all of the veggies to the the grill and grill over medium-high heat, turning often until you have some nice grill marks. The asparagus and zucchini should only take about 2 - 3 minutes per side, longer if you like them really soft.
Remove the vegetables from the grill and place on a cutting board, allow to cool slightly.
Slice all of the vegetables into bite-sized pieces, as small as you care to go and then add the vegetable to the bowl of orzo.
Add the zest of one half lemon and a half cup of the Parmesan cheese (more to taste if you like) to the bowl of orzo and grilled vegetables and toss well to coat.