Preheat oven to 425 degrees F. Coat a 15x10x1-inch baking pan with cooking spray. Place squash pieces in pan. Sprinkle with black pepper. Cover; bake 10 minutes. Uncover; add mushrooms, onion, rosemary, and oil; toss. Roast, uncovered, 15 to 20 minutes or until vegetables are tender and lightly browned, stirring once or twice.
Meanwhile, in a saucepan bring broth to boiling; reduce heat. Cover; keep broth simmering. Coat a skillet with cooking spray. Heat over medium heat. Add orzo and garlic. Cook 2 to 3 minutes or until orzo is lightly browned, stirring frequently. Remove from heat.
Add 1/2 cup hot broth to orzo mixture. Return to heat. Cook, stirring frequently, over medium heat until liquid is absorbed. Continue adding broth to orzo mixture, 1/2 cup at a time, stirring frequently and cooking until liquid is absorbed before adding more. Cook and stir until orzo is tender and creamy (about 15 minutes).
Add roasted vegetables and walnuts to orzo mixture; stir gently to combine. Sprinkle each serving with feta cheese. Makes 4 servings.