Preheat the oven to 325 degrees F (165 degrees C).
Place lamb in a roasting pan. Add mashed tomatoes, onion, olive oil, oregano, salt, pepper, and lemon juice. Combine and make sure lamb is well coated. Cover pan with a lid or aluminum foil.
Bake in the preheated oven for about 3 hours. Remove from the oven and remove aluminum foil; leave oven on.
Add water and orzo directly to the roasting pan. Return to the hot oven and bake until pasta is cooked and very little liquid remains, 30 minutes to 1 hour. Add feta cheese and mix until melted and combined.