Lightly oil a 9-inch pie plate and set aside.
Heat 3 tablespoons oil in a medium saucepan. Add the onion and cook over medium-high heat until lightly browned, then add the oregano and the rinsed millet. Stir the millet to toast lightly, about 3 minutes.
Next carefully pour in the water, bring to a boil and then reduce to medium-high heat, cover to cook for 10 minutes.
Uncover and stir, continuing to cook until the mixture is thick and porridgy, about another 10-15 minutes.
Add the spinach, one large handful at a time. Turn off the heat and stir in the feta, parsley, salt and pepper.
Pour mixture into the prepared pie plate and set aside to cool until set. Serve at room temperature