Preheat oven to 450F or 425F convection. In a 9x13-inch baking dish, add the leek, broccoli, oil, and ½ teaspoon salt. Toss to coat then spread into an even layer. Bake for 15-20 minutes or until broccoli is cooked and beginning to char in some spots, stirring halfway through.
Remove from the oven and reduce the oven temperature to 400F. Add the orzo, water, fennel seed, black pepper, and remaining 1 teaspoon salt. Stir to evenly combine and do your best to evenly distribute the orzo, then cover tightly with foil and bake for 20 minutes.
Remove foil, add the feta, and give everything a gentle stir to mix. Bake for 10 more minutes, uncovered.
Top with grated cheese, and bake for 3 more minutes or until the cheese is melted. If you want the cheese to be a little crispy, you can hit it under the broiler on high for a couple minutes towards the end.
Let it sit for about 5 minutes before serving. Top with plenty of black pepper!