Prepare the prawns: Toss the prawns with olive oil, salt, and pepper until evenly coated. If preparing ahead, place them in the refrigerator until ready to use.
Preheat and sauté: Preheat the oven to 180°C (fan-forced) / 356°F. Heat the olive oil in a large, oven-safe pan or Dutch oven over medium heat. Add the onion and garlic, sautéing for about 2 minutes until fragrant and slightly softened.
Toast the orzo: Stir in the tomato paste and cook for 1 minute. Add the orzo and stir well, coating it in the oil and tomato paste. Toast for 2 minutes, until it turns golden brown while absorbing the colour from the tomato paste.
Deglaze and build the sauce: Pour in the white wine, stirring to deglaze the pan and scrape up any bits stuck to the bottom. Let it simmer for 2 minutes until the alcohol has cooked off. Stir in the passata, oregano, salt, and pepper until fully combined.
Add the stock and bay leaf, then bake: Pour in the stock, then add the bay leaf. Bring to a simmer, then transfer the pan to the oven and bake, uncovered, for 20 minutes.
Add the prawns: After 20 minutes, remove the dish from the oven. Place the prawns on top, then stir everything together, ensuring they are evenly distributed throughout the dish.
Finish baking: Return the dish to the oven and bake for roughly 10 minutes, or until the prawns are pink-red and cooked through. Remove from the oven and stir gently to ensure the tomato sauce is evenly distributed. (See notes.)
Serve: Give the dish a gentle mix to bring everything together, then pull some prawns to the top for presentation. Finish with freshly chopped parsley, a squeeze of fresh lemon juice, and crumbled Greek feta cheese for extra flavour.